Browsing SHA Articles and Chapters by Subject "warrant pricing"

Now showing items 1-1 of 1

    • Warrant Pricing Using Observable Variables 

      Ukhov, Andrey D. (2003-08-14)
      The classical warrant pricing formula requires knowledge of the variance of the firm value process, and the firm value. When warrants are outstanding the firm value itself is a function of the warrant price. Firm value and ...