Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1990.tb02432.x/fullpdf
Reference28 articles.
1. The taxation of corporate issuers of warrants;Austen;Taxes,1978
2. The constant elasticity of variance model and its implications for option pricing;Beckers;Journal of Finance,1980
3. Fact and fantasy in the use of options;Black;Financial Analysts Journal,1975
4. The valuation of option contracts and a test of market efficiency;Black;Journal of Finance,1972
5. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
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