The risk-shifting effect and the value of a warrant
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680902953841
Reference17 articles.
1. Stochastic equity volatility related to the leverage effect
2. Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants
3. The Pricing of Options and Corporate Liabilities
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3. Pricing equity warrants in Merton jump–diffusion model with credit risk;Physica A: Statistical Mechanics and its Applications;2020-11
4. Pricing equity warrants with a promised lowest price in Merton’s jump–diffusion model;Physica A: Statistical Mechanics and its Applications;2016-09
5. The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate;Physica A: Statistical Mechanics and its Applications;2014-01
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