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    • Pricing levered warrants with dilution using observable variables 

      Abinzano Guillén, María Isabel Upna; Navas, Javier F. (Taylor & Francis, 2013)   Artículo / Artikulua  OpenAccess
      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 ...