ricing couples of warrants using observable Pricing couples of warrants using observable

来源 :The 20th International Conference on Difference Equations an | 被引量 : 0次 | 上传用户:bgydong
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Instead of issuing single warrant directly,some firms issue either multiple of call warrants or packages of call warrant and put warrant as a means of debt financing.Consequently,the phenomenon for firms with couples of warrants is an interesting structure in financial market.Accounts for the cross dilution effect,this paper provides the valuation model for couples of warrants,which is the packages of call warrant and put warrant.
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