Robustness of option-like warrant valuation

This publication has 12 references indexed in Scilit:

• The valuation of compound options
  Published by Elsevier ,2002
• Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives
  The Journal of Finance, 1990
• Warrant exercise and bond conversion in competitive markets
  Journal of Financial Economics, 1984
• Strategic analysis of the competitive exercise of certain financial options
  Journal of Economic Theory, 1984
• Warrant valuation and exercise strategy
  Journal of Financial Economics, 1983
• Equilibrium Warrant Pricing Models and Accounting for Executive Stock Options
  Journal of Accounting Research, 1981
• Pricing of Warrants and the Value of the Firm
  The Journal of Finance, 1978
• Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
  Journal of Financial and Quantitative Analysis, 1978
• The Pricing of Options and Corporate Liabilities
  Journal of Political Economy, 1973
• Theory of Rational Option Pricing
  The Bell Journal of Economics and Management Science, 1973