Empirical tests of the Longstaff extendible warrant model
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References listed on IDEAS
- Howe, John S & Wei, Peihwang, 1993. " The Valuation Effects of Warrant Extensions," Journal of Finance, American Finance Association, vol. 48(1), pages 305-314, March.
- Galai, Dan & Schneller, Meir I, 1978. "Pricing of Warrants and the Value of the Firm," Journal of Finance, American Finance Association, vol. 33(5), pages 1333-1342, December.
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
- Longstaff, Francis A, 1990. " Pricing Options with Extendible Maturities: Analysis and Applications," Journal of Finance, American Finance Association, vol. 45(3), pages 935-957, July.
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- Chateau, J.-P. & Wu, J., 2007. "Basel-2 capital adequacy: Computing the `fair' capital charge for loan commitment `true' credit risk," International Review of Financial Analysis, Elsevier, vol. 16(1), pages 1-21.
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