Dilution, anti-dilution and corporate positions in options on the company's own stocks

DOI10.1088/1469-7688/3/5/306zbMath1405.91681OpenAlexW2037176627MaRDI QIDQ4647286

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Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/3/5/306

zbMATH Keywords

optionscompany's own stocksdilution and anti-dilution effects

Mathematics Subject Classification ID

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

Cites Work

• Volatility misspecification, option pricing and superreplication via coupling
• Market Volatility and Feedback Effects from Dynamic Hedging
• A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
• On Feedback Effects from Hedging Derivatives

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