Showing 1 - 2 of 2
We propose a valuation framework for pricing European call warrants on the issuer's own stock that allows for debt in the issuer firm. In contrast to other works which also price warrants with dilution issued by levered firms, ours uses only observable variables. We extend the models of both...
Persistent link: https://www.econbiz.de/10013053109
Persistent link: https://www.econbiz.de/10003846614