Warrant valuation and exercise strategy
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- Pascal François & Georges Hubner & Nicolas Papageorgiou, 2009. "A Dynamic Model of Risk-Shifting Incentives with Convertible Debt," Cahiers de recherche 0930, CIRPEE.
- Leonard, David C & Solt, Michael E, 1990. "On Using the Black-Scholes Model to Value Warrants," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(2), pages 81-92, Summer.
- José Eduardo Correia & João Duque, 2008. "Dilution and Dividend Effects on the Portuguese Equity Warrants Market," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(2), pages 161-192.
- 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.
- Veld, C.H., 1991. "Motives for the use of equity-warrants by Dutch companies," Research Memorandum FEW 503, Tilburg University, School of Economics and Management.
- Hanke, Michael & Potzelberger, Klaus, 2002. "Consistent pricing of warrants and traded options," Review of Financial Economics, Elsevier, vol. 11(1), pages 63-77.
- Nikunj Kapadia & Gregory Willette, 2012. "Equilibrium exercise of European warrants," Review of Derivatives Research, Springer, vol. 15(2), pages 129-156, July.
- Rastad, Mahdi, 2016. "Capital structure pre-balancing: Evidence from convertible bonds," Journal of Corporate Finance, Elsevier, vol. 41(C), pages 43-65.
- Veld, C.H., 1991. "Warrant pricing : A review of theoretical and empirical research," Research Memorandum FEW 479, Tilburg University, School of Economics and Management.
- Fernández, Pablo, 1996. "Convertible bonds in Spain: A different security," IESE Research Papers D/311, IESE Business School.
- 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.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
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