A reduced-form model for warrant valuation
Year of publication: |
2011
|
---|---|
Authors: | Jarrow, Robert A. ; Trautmann, Siegfried |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 46.2011, 3, p. 413-425
|
Subject: | CAPM | Optionspreistheorie | Option pricing theory |
-
Implementing option pricing models when asset returns are predictable
Lo, Andrew W., (1994)
-
Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf, (1993)
-
Sommer, Daniel, (1994)
- More ...
-
A Reduced‐Form Model for Warrant Valuation
Jarrow, Robert A., (2011)
-
A Reduced‐Form Model for Warrant Valuation
Jarrow, Robert A., (2011)
-
Koordination dynamischer Planungssysteme
Trautmann, Siegfried, (1981)
- More ...