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Warrant valuation and exercise strategy

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Author Info
Emanuel, David C.
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File URL: http://www.sciencedirect.com/science/article/B6VBX-46922FH-4/2/0e8764136912963b9a826a21c434839c
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 12 (1983)
Issue (Month): 2 (August)
Pages: 211-235
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Handle: RePEc:eee:jfinec:v:12:y:1983:i:2:p:211-235

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Pascal François & Georges Hubner & Nicolas Papageorgiou, 2009. "A Dynamic Model of Risk-Shifting Incentives with Convertible Debt," Cahiers de recherche 0930, CIRPEE. [Downloadable!]
  2. Timothy Riddiough & Paul Childs & Steven Ott, 2001. "Noise, Real Estate Markets, and Options on Real Assets: Applications," Wisconsin-Madison CULER working papers 01-06, University of Wisconsin Center for Urban Land Economic Research. [Downloadable!]
  3. Darsinos, T. & Satchell, S.E., 2002. "On the Valuation of Warrants and Executive Stock Options: Pricing Formulae for Firms with Multiple Warrants/Executive Options," Cambridge Working Papers in Economics 0218, Faculty of Economics, University of Cambridge. [Downloadable!]
  4. Fernández, Pablo, 1996. "Convertible bonds in Spain: A different security," IESE Research Papers D/311, IESE Business School. [Downloadable!]
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