A complete model of warrant pricing that maximizes utility
Year of publication: |
1972
|
---|---|
Authors: | Samuelson, Paul Anthony |
Other Persons: | Merton, Robert C. (contributor) |
Published in: |
The collected scientific papers of Paul A. Samuelson ; Vol. 3 ; 3. - Cambridge, Mass. [u.a.] : MIT Press, ISBN 0-262-19080-x. - 1972, p. 818-847
|
Subject: | Optionspreistheorie | Option pricing theory | CAPM | Optionsanleihe | Warrant bond |
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