The Journal of Finance · 1969 · 345 citations · 4 references
BusinessBusiness EconomicsEconomicsFinancial EconomicsPricing TheoryStochastic ProcessesImplied VolatilityOption PricingOption Pricing ModelsOption ValueOptions MarketsStock OptionsOption SpreadsOption-based ValuationPut-call Parity
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A Complete Model of Warrant Pricing that Maximizes Utility
Paul A. Samuelson, Robert C. Merton · 1969 · 142 citations