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ON USING THE BLACK‐SCHOLES MODEL TO VALUE WARRANTS
8 references·0 citing·26 second hop
ON USING THE BLACK‐SCHOLES MODEL TO VALUE WARRANTS (1990)ON USING THE BLACK‐SCHOLES MODEL TO VALUE…Warrant Exercise, Dividends, and Reinvestment Policy (1988)Warrant Exercise, Dividends, …Warrant exercise and bond conversion in competitive markets (1984)Warrant exercise and bond con…Warrant valuation and exercise strategy (1983)Warrant valuation and exercis…Equilibrium Warrant Pricing Models and Accounting for Executive Stock Options (1981)Equilibrium Warrant Pricing M…PRICING OF WARRANTS AND THE VALUE OF THE FIRM (1978)PRICING OF WARRANTS AND THE V…The valuation of warrants: Implementing a new approach (1977)The valuation of warrants: Im…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Derivative Assets Analysis (1987)Robustness of option-like warrant valuation (1994)The Pricing of Options on Default-Free Bonds (1982)Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques (1985)Theory of rational option pricing (2005)An exact and explicit solution for the valuation of American put options (2006)The use and pricing of convertible bonds (1996)Equilibrium Real Options Exercise Strategies with Multiple Players: The Case of Real Estate Markets (2006)The cost of capital, corporation finance and the theory of investment (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A contingent-claims valuation of convertible securities (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Investment incentives, debt, and warrants (1984)Voluntary conversion of convertible securities and the optimal call strategy (1989)The interaction between the financial and investment decisions of the firm: the case of issuing warrants in a levered firm (1994)The valuation of options for alternative stochastic processes (1976)EFFECT OF RELATIVE DECISION MONITORING ON CHIEF EXECUTIVE COMPENSATION. (1992)Valuing executive stock options with endogenous departure (1995)Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives (1990)How to Value Employee Stock Options (2004)Stock market efficiency in China: Evidence from the split-share reform (2015)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 1977The valuation of warrants: Implementing a new approach254 cited
  • 1978PRICING OF WARRANTS AND THE VALUE OF THE FIRM180 cited
  • 1981Equilibrium Warrant Pricing Models and Accounting for Executive Stock Options111 cited
  • 1984Warrant exercise and bond conversion in competitive markets82 cited
  • 1983Warrant valuation and exercise strategy78 cited
  • 1988Warrant Exercise, Dividends, and Reinvestment Policy55 cited

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