This study investigates whether investors incorporate the value of a firm's outstanding
employee stock options into its stock price. I estimate the outstanding options' value for a …

Recently, several warrant pricing studies have become available for different models as well
as for different countries. The most important conclusions that can be drawn from reviewing …

This paper investigates the warrant pricing abilities of dilution-adjusted versions of the Black-
Scholes and Jump-Diffusion option pricing models. Because of the typically long lives of …

A simple valuation model for callable warrants is derived and tested. The model is
expressed in closed form except for one term which can be evaluated numerically …

We examine stock price reactions to announced calls of in‐the‐money warrants and find a
significant average devaluation in excess of 4 percent, consistent with the recent literature …

Recently several warrant pricing studies have become available for different models as well
as for different countries. The most important conclusions that can be drawn from reviewing …

This note examines whether listing on a major exchange raises the value of warrants. Such
an increase is plausible, given the generally small size of warrant issues and the enhanced …

The back-propagation neural network is used to pricing call warrants, and the input
variables of network model are investigated. The market call warrants prices quoted on …

In de financierings-en beleggingsliteratuur bestaat de laatste jaren een groeiende aandacht
voor de waardering van aandelen-warrants (in het vervolg van dit artikel kortweg aan te …