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A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET
9 references·2 citing·36 second hop
A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET (1970)A MODEL OF WARRANT PRICING IN A DYNAMIC M…Rational Theory of Warrant Pricing (2015)Rational Theory of Warrant Pr…A Complete Model of Warrant Pricing that Maximizes Utility (1969)A Complete Model of Warrant P…The Random Character of Stock Market Prices (1968)The Random Character of Stock…The Value of the Call Option on a Bond (1966)The Value of the Call Option …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Portfolio Analysis in a Stable Paretian Market (1965)Portfolio Analysis in a Stabl…Rates of Return on Investments in Common Stocks (1964)Rates of Return on Investment…Elements of a Theory of Stock-Option Value (1964)Elements of a Theory of Stock…Brownian Motion in the Stock Market (1959)Brownian Motion in the Stock …Equity warrants pricing model under Fractional Brownian motion and an empirical study (2008)Equity warrants pricing model…A dynamic programming approach to price installment options (2004)A dynamic programming approac…The Variation of Certain Speculative Prices (1963)Option pricing (1976)A contingent-claims valuation of convertible securities (1977)ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (1992)The variation of certain speculative prices (1997)American Economic Review (2019)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (2018)A robust numerical solution to a time-fractional Black–Scholes equation (2021)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A Simplified Model for Portfolio Analysis (1963)RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS (1968)Multiperiod Consumption-Investment Decisions (1975)Portfolio selection and skewness: Evidence from international stock markets (1997)Sequential Decision Problems: A Model to Exploit Existing Forecasters (1969)THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT (1973)A Theoretical and Empirical Investigation of the Dual Purpose Funds: An Application of Contingent-Claims Analysis (2011)THE EFFECT OF BOND REFUNDING ON SHAREHOLDER WEALTH (1977)Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital (1979)Why firms issue callable bonds: Hedging investment uncertainty (2010)Geometric Mean Approximations of Individual Security and Portfolio Performance (1969)The Returns and Risk of Alternative Call Option Portfolio Investment Strategies (1978)The Theory of Corporate Finance: A Historical Overview (2000)Option Pricing Bounds in Discrete Time (1984)Option-Implied Risk-Neutral Distributions and Risk Aversion (2004)Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula (2010)Optimal rules for ordering uncertain prospects (1975)Hyperbolic Distributions in Finance (1995)Fractional calculus and continuous-time finance (2000)On the Distribution of Stock Price Differences (1967)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1959Brownian Motion in the Stock Market946 cited
  • 1968The Random Character of Stock Market Prices926 cited
  • 2015Rational Theory of Warrant Pricing534 cited
  • 1965Portfolio Analysis in a Stable Paretian Market468 cited
  • 1964Elements of a Theory of Stock-Option Value178 cited
  • 1964Rates of Return on Investments in Common Stocks150 cited
  • 1969A Complete Model of Warrant Pricing that Maximizes Utility142 cited
  • 1966The Value of the Call Option on a Bond54 cited

Cited by

  • 2008Equity warrants pricing model under Fractional Brownian motion and an empirical study34 cited
  • 2004A dynamic programming approach to price installment options33 cited

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