Fair Terms and Fair Pricing for Multiple Warrant Issues

DOI10.1080/10920277.2010.10597604zbMath1219.91137OpenAlexW2091580756MaRDI QIDQ3088980

John T. Kemper, P. W. A. Dayananda

Publication date: 23 August 2011

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2010.10597604

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Executive Stock Options
• Hedging Equity-Linked Life Insurance Contracts
• Unnamed Item

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