Warrant pricing - Is dilution a delusion?

Financial Analysts Journal

Volumn 52, Issue 5, 1996, Pages 77-80

  Sidenius, Jakob ^a  

^a Fin Res Department of SimCorp A S   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0345216743     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v52.n5.2027     Document Type: Article

References (7)

1. Black, F., and M. Scholes. 1973. "The Pricing of Options and Corporate Liabilities." Journal of Political Economy, vol. 81, no. 3 (May/June):637-59.
2. Cox, J. C., and M. Rubinstein. 1985. Options Markets. Englewood Cliffs, NJ: Prentice Hall.
3. Emanuel, D.C. 1983. "Warrant Valuation and Exercise Strategy." Journal of Financial Economics, vol. 12, no. 2 (August):221-35.
4. Galai, D., and M. I. Schneller. 1978. "Pricing of Warrants and the Value of the Firm." Journal of Finance, vol. 33, no. 5 (December):1333-42.
5. Hull, J. 1993. Options, Futures, and Other Derivative Securities, 2nd ed. Englewood Cliffs, NJ: Prentice Hall.
6. Ingersoll, J.E. 1987. Theory of Financial Decision Making. Savage, MD: Rowman & Littlefield.
7. Lauterbach, B., and P. Schultz. 1990. "Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives." Journal of Finance, vol. 45, no. 4 (September):1181-209.