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Empirical tests of the Longstaff extendible warrant model
Hauser, Shmuel - In: Journal of empirical finance 3 (1996) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001208679
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Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R. - In: Journal of banking & finance 21 (1997) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
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Warrant pricing : a review of empirical research
Veld, Chris H. - In: The European journal of finance 9 (2003) 1, pp. 61-91
Persistent link: https://www.econbiz.de/10001749091
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Warrants pricing in a thin market : case of Thailand
Gupta, Jyoti P. - In: New operational approaches for financial modelling, (pp. 101-119). 1997
Persistent link: https://www.econbiz.de/10001299230
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The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak; Ruan, Xinfeng - In: Finance research letters 53 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
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The pricing of convertible bonds : an analysis of the French market
Ammann, Manuel; Kind, Axel H.; Wilde, Christian - 2001
Persistent link: https://www.econbiz.de/10001574812
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Implied exchange rate distributions : evidence from OTC option markets
Campa, José Manuel - In: Journal of international money and finance 17 (1998) 1, pp. 117-160
Persistent link: https://www.econbiz.de/10001338367
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Option valuation with information costs : theory and tests
Bellalah, Mondher - In: The financial review : the official publication of the … 30 (1995) 3, pp. 617-635
Persistent link: https://www.econbiz.de/10001190096
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The choice of equity financing : floating-priced warrants versus SEOs
Yao, Zhihua - In: Pacific-Basin finance journal 69 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013370245
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An empirical study of index return autocorrelation
Säfvenblad, Patrik - In: Price formation in multi-asset securities markets, (pp. 67-94). 1997
Persistent link: https://www.econbiz.de/10001300045