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Volumn 22, Issue 8, 2002, Pages 765-782

On the Valuation of Warrants

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EID: 0036088036     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10032     Document Type: Review
Times cited : (20)

References (21)
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  • 7
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    • Pricing of warrants and the value of the firm
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  • 8
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    • Warrants on the London stock exchange: Pricing biases and investor confusion
    • Gemmill, G., & Thomas, D. (1997). Warrants on the London stock exchange: Pricing biases and investor confusion. European Finance Review, 1, 31-49.
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    • Gemmill, G.1    Thomas, D.2
  • 9
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    • The valuation of compound options
    • Geske, R. (1979). The valuation of compound options. Journal of Financial Economics, 7, 63-81.
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    • Geske, R.1
  • 10
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    • Martingales and stochastic integrals in the theory of continuous trading
    • Harrison, J. M., & Pliska, S. R. (1981). Martingales and stochastic integrals in the theory of continuous trading. Stochastic Processes and their Applications, 11, 215-260.
    • (1981) Stochastic Processes and Their Applications , vol.11 , pp. 215-260
    • Harrison, J.M.1    Pliska, S.R.2
  • 11
    • 84970025469 scopus 로고    scopus 로고
    • Tests of warrant pricing models: The trading profits perspective
    • Winter
    • Hauser, S., & Lauterbach, B. (1996, Winter). Tests of warrant pricing models: The trading profits perspective. Journal of Derivatives, 4, 71-79.
    • (1996) Journal of Derivatives , vol.4 , pp. 71-79
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  • 12
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    • Information structure and equilibrium asset prices
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  • 13
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    • Information structures and viable price systems
    • Huang, C. F. (1985b). Information structures and viable price systems, Journal of Mathematical Economics, 14, 215-240.
    • (1985) Journal of Mathematical Economics , vol.14 , pp. 215-240
    • Huang, C.F.1
  • 14
    • 0035540367 scopus 로고    scopus 로고
    • Earnings dilution and the explanatory power of earnings for returns
    • Huson, M. R., Scott, T. W., & Wier, H. A. (2001). Earnings dilution and the explanatory power of earnings for returns. The Accounting Review, 76, 589-612.
    • (2001) The Accounting Review , vol.76 , pp. 589-612
    • Huson, M.R.1    Scott, T.W.2    Wier, H.A.3
  • 16
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    • Pricing warrants: An empirical study of the Black Scholes model and its alternatives
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    • Lauterbach, B.1    Schultz, P.2
  • 17
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    • On using the Black Scholes model to value warrants
    • Leonard D. C., & Solt, M. E. (1990). On using the Black Scholes model to value warrants. Journal of Financial Research, 13, 81-92.
    • (1990) Journal of Financial Research , vol.13 , pp. 81-92
    • Leonard, D.C.1    Solt, M.E.2
  • 19
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    • Warrant pricing - Is dilution a delusion?
    • Sept/Oct.
    • Sidenius, J. (1996, Sept/Oct.). Warrant pricing - Is dilution a delusion? Financial Analysts Journal, 52, 77-80.
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  • 20
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.