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On the valuation of warrants
15 references·0 citing·36 second hop
On the valuation of warrants (2002)On the valuation of warrantsEarnings Dilution and the Explanatory Power of Earnings for Returns (2001)Earnings Dilution and the Exp…Robustness of option-like warrant valuation (1994)Robustness of option-like war…Option pricing: Mathematical models and computation (1994)Option pricing: Mathematical …Warrant Pricing: Jump-Diffusion vs. Black-Scholes (1993)Warrant Pricing: Jump-Diffusi…Dynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives (1990)Pricing Warrants: An Empirica…Stochastic Calculus and Applications. (1986)Stochastic Calculus and Appli…Information structure and equilibrium asset prices (1985)Information structure and equ…STOCHASTIC CALCULUS AND APPLICATIONS (1983)STOCHASTIC CALCULUS AND APPLI…Principles of corporate finance (1982)Principles of corporate finan…Martingales and stochastic integrals in the theory of continuous trading (1981)Martingales and stochastic in…The valuation of compound options (1979)The valuation of compound opt…PRICING OF WARRANTS AND THE VALUE OF THE FIRM (1978)PRICING OF WARRANTS AND THE V…Alternative methods for raising capital (1977)Alternative methods for raisi…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…An Economic Theory of Democracy. (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The effects of capital structure change on security prices (1980)Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs (2000)Financial Markets and Firm Dynamics (2001)Theory of Rational Option Pricing (1973)Determinants of corporate borrowing (1977)Option values under stochastic volatility: Theory and empirical estimates (1987)THE GARCH OPTION PRICING MODEL (1995)Arbitrage Theory in Continuous Time (2004)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Modeling Term Structures of Defaultable Bonds (1999)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Theory of rational option pricing (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)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 Theory of the Term Structure of Interest Rates (1985)Prospect theory: An analysis of decision under risk (1988)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Introductory Econometrics for Finance (2008)Top-Management Compensation and Capital Structure (1993)Relationship between innovativeness, quality, growth, profitability, and market value (2005)Does Investor Misvaluation Drive the Takeover Market? (2006)Far Field Boundary Conditions for Black--Scholes Equations (2000)PDE methods for pricing barrier options (2000)A Real Options Approach to the Valuation of a Forestry Investment (2002)How to Value Employee Stock Options (2004)Stock market efficiency in China: Evidence from the split-share reform (2015)Pricing foreign currency options under stochastic interest rates (1991)Backward stochastic differential equations with jumps and related non-linear expectations (2006)Robust control and model misspecification (2006)A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios (1986)General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns (1990)Pricing the risks of default (1998)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
  • 1979The valuation of compound options1,107 cited
  • 1982Principles of corporate finance990 cited
  • 1994Option pricing: Mathematical models and computation805 cited
  • 1986Stochastic Calculus and Applications.673 cited
  • 1977Alternative methods for raising capital550 cited
  • 1983STOCHASTIC CALCULUS AND APPLICATIONS480 cited
  • 1978PRICING OF WARRANTS AND THE VALUE OF THE FIRM180 cited
  • 1990Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives133 cited
  • 1985Information structure and equilibrium asset prices87 cited
  • 2001Earnings Dilution and the Explanatory Power of Earnings for Returns71 cited
  • 1994Robustness of option-like warrant valuation64 cited
  • 1993Warrant Pricing: Jump-Diffusion vs. Black-Scholes37 cited

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