PRICING OF WARRANTS WITH STOCK PRICE DEPENDENT THRESHOLD CONDITIONS

DOI10.3846/13926292.2015.1073187zbMath1488.91140arXiv1503.05139OpenAlexW2113478096MaRDI QIDQ5011255

Ander Olvik, Raul Kangro

Publication date: 27 August 2021

Published in: Mathematical Modelling and Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.05139

zbMATH Keywords

threshold conditionsindifference pricingwarrantsdilution effect

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• The Pricing of Options and Corporate Liabilities
• PDE and martingale methods in option pricing.
• Unnamed Item

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