Keywords
WarrantEconomicsBusinessActuarial scienceComputer scienceFinancial economics
Related Publications
Theory of Option Strategy Under Risk Aversion
We shall investigate the problem of optimal exercising strategy for option holders for the case in which option holders are averse to risk. A model of stock price changes incorp...
Hedging Climate Change News
Abstract We propose and implement a procedure to dynamically hedge climate change risk. We extract innovations from climate news series that we construct through textual analysi...
PERFORMANCE, SLACK, AND RISK TAKING IN ORGANIZATIONAL DECISION MAKING.
This research paper investigates the relationship between organizational performance and risk taking in organizational decision making. A complex model is proposed in which the ...
A Market-Based Evaluation of Discretionary Accrual Models
In this study we specify a simple earnings model, present managerial discretion hypotheses from existing literature, and assume efficient markets in order to evaluate five discr...
Corporate Managers' Earnings Forecasts and Symmetrical Adjustments of Market Expectations
Studies of earnings forecasts by corporate managers have focused on various issues. Early studies were concerned with the accuracy of such forecasts (e.g., Copeland and Marioni ...
Publication Info
- Year
- 1969
- Type
- article
- Citations
- 142
- Access
- Closed
External Links
Citation Metrics
142
OpenAlex
Cite This
Paul A. Samuelson,
Robert C. Merton
(1969).
A Complete Model of Warrant Pricing that Maximizes Utility.
.