VALUATION OF WARRANTS - IMPLEMENTING A NEW APPROACH

被引：126

作者：

SCHWARTZ, ES ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA

来源：

关键词：

D O I：

10.1016/0304-405X(77)90037-X

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：79 / 93

页数：15

共 11 条

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MCKEAN HP, 1965, IMR-IND MANAG REV, V6, P32

[8] THEORY OF RATIONAL OPTION PRICING [J].

MERTON, RC .

BELL JOURNAL OF ECONOMICS, 1973, 4 (01) :141-183

[9]

MERTON RC, 1973, ECONOMETRICA, V41, P141

[10]

SAMUELSON PA, 1965, IMR-IND MANAG REV, V6, P13