SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET · Study

ArticleShelves

ArticleA MODEL OF WARRANT PRICING IN A DYNAMIC MARKET

Andrew H. Y. Chen1970

Article1970

A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET

Andrew H. Y. Chen

45 citations·0/0 files stored·The Journal of Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Corporate Finance and Governance

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 45 citations exist upstream.

References

1965The Behavior of Stock-Market Prices 1959Brownian Motion in the Stock Market 1968The Random Character of Stock Market Prices 2015Rational Theory of Warrant Pricing 1965Portfolio Analysis in a Stable Paretian Market 1964Elements of a Theory of Stock-Option Value 1964Rates of Return on Investments in Common Stocks 1969A Complete Model of Warrant Pricing that Maximizes Utility

Cited by

2008Equity warrants pricing model under Fractional Brownian motion and an empirical study 2004A dynamic programming approach to price installment options

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2023From Constant to Rough: A Survey of Continuous Volatility Modelingarticle · 5 shared references 2004Option-Implied Risk-Neutral Distributions and Risk Aversionbook · 4 shared references 1994Influence of mathematical models in finance on practice: past, present and futurearticle · 4 shared references 1990The behaviour of Athens stock pricesarticle · 4 shared references 1991Louis Bachelier: The Father of Modern Option Pricing Theoryarticle · 4 shared references 2019Multifractal analysis of financial markets: a reviewarticle · 3 shared references

Details

Year1970

Typearticle

Published1970-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations45

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1111/j.1540-6261.1970.tb00867.x

openalex_workW2089808205

Links

Imported from OpenAlex (CC0) — nothing here is generated.