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dc.creatorAbinzano Guillén, María Isabeles_ES
dc.creatorNavas, Javier F.es_ES
dc.date.accessioned2016-06-22T11:06:31Z
dc.date.available2016-06-22T11:06:31Z
dc.date.issued2013
dc.identifier.issn1469-7688 (Print)
dc.identifier.issn1469-7696 (Electronic)
dc.identifier.urihttps://hdl.handle.net/2454/20911
dc.descriptionThis is an accepted manuscript of an article published by Taylor & Francis in Quantitative Finance on August 2013, available online: http://dx.doi.org/10.1080/14697688.2013.771280en
dc.description.abstractWe 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. Thus, we extend the models of both Crouhy and Galai (1994) and Ukhov (2004). We provide numerical examples to study some implementation issues and to compare the model with existing ones.en
dc.description.sponsorshipThe authors acknowledge the financial support of the Spanish Ministry of Economy and Competitiveness (grants ECO2012-35946-C02-01 and ECO2012-34268)en
dc.format.mimetypeapplication/pdfen
dc.language.isoengen
dc.publisherTaylor & Francisen
dc.relation.ispartofQuantitative Finance, vol 18, issue 8, 2013en
dc.rights© Taylor & Francis 2013en
dc.subjectCorporate warrantsen
dc.subjectDilutionen
dc.subjectLeverageen
dc.subjectObservable variablesen
dc.titlePricing levered warrants with dilution using observable variablesen
dc.typeArtículo / Artikuluaes
dc.typeinfo:eu-repo/semantics/articleen
dc.contributor.departmentUniversidad Pública de Navarra. Departamento de Gestión de Empresases_ES
dc.contributor.departmentNafarroako Unibertsitate Publikoa. Enpresen Kudeaketa Sailaeu
dc.rights.accessRightsAcceso abierto / Sarbide irekiaes
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessen
dc.identifier.doi10.1080/14697688.2013.771280es_E
dc.relation.projectIDinfo:eu-repo/grantAgreement/ES/6PN/ECO2012-35946
dc.relation.projectIDinfo:eu-repo/grantAgreement/ES/6PN/ECO2012-34268
dc.relation.publisherversionhttps://dx.doi.org/10.1080/14697688.2013.771280
dc.type.versionVersión aceptada / Onetsi den bertsioaes
dc.type.versioninfo:eu-repo/semantics/acceptedVersionen


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