IDEAS home Printed from https://ideas.repec.org/a/bla/jfinan/v25y1970i5p1041-59.html
   My bibliography  Save this article

A Model of Warrant Pricing in a Dynamic Market

Author

Listed:
  • Chen, Andrew H Y

Abstract

No abstract is available for this item.

Suggested Citation

  • Chen, Andrew H Y, 1970. "A Model of Warrant Pricing in a Dynamic Market," Journal of Finance, American Finance Association, vol. 25(5), pages 1041-1059, December.
    • Handle: RePEc:bla:jfinan:v:25:y:1970:i:5:p:1041-59
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0022-1082%28197012%2925%3A5%3C1041%3AAMOWPI%3E2.0.CO%3B2-D&origin=repec
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ben-Ameur, Hatem & de Frutos, Javier & Fakhfakh, Tarek & Diaby, Vacaba, 2013. "Upper and lower bounds for convex value functions of derivative contracts," Economic Modelling, Elsevier, vol. 34(C), pages 69-75.
    2. Mondher Bellalah, 2009. "Derivatives, Risk Management & Value," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7175, December.
    3. 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.
    4. G. Dorfleitner & J. Gerer, 2020. "Time consistent pricing of options with embedded decisions," Review of Derivatives Research, Springer, vol. 23(1), pages 85-119, April.
    5. Hyuna Park, 2022. "Warrants in the financial management decisions of innovative firms," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 276-295, February.
    6. Ben-Ameur, Hatem & Breton, Michele & Francois, Pascal, 2006. "A dynamic programming approach to price installment options," European Journal of Operational Research, Elsevier, vol. 169(2), pages 667-676, March.
    7. David C. Nachman, 1972. "On Risk Aversion and Optimal Stopping," Discussion Papers 26, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfinan:v:25:y:1970:i:5:p:1041-59. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/afaaaea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.