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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SCHOLES, M
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[2] BLACK F, UNPUBLISHED DRAFT
[3] CHEN HY, 1969, THESIS U CALIFORNIA
[4] CHEN HY, 1970, J FINANCE, V25, P1041
[5] Forsythe G.E., 1960, FINITE DIFFERENCE ME
[6] McCracken D.D., 1964, NUMERICAL METHODS FO
[7] MCKEAN HP, 1965, IMR-IND MANAG REV, V6, P32
[8] THEORY OF RATIONAL OPTION PRICING
MERTON, RC
[J]. 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