Journal of Financial and Quantitative Analysis Vol. 12 No. 1 1977
Analysis of the Warrant Hedge in a Stable Paretian Market
Abstract
A stock purchase warrant gives the owner the option to buy some predetermined number of shares of the associated common stock at a specified price over a stipulated time period. The specified price is called the exercise price of the warrant. The stipulated time period is quite variable, though the life of a typical warrant will exceed five years.
- DOI
- 10.2307/2330289
- Volume
- 12
- Issue
- 1
- Pages
- 85
- Sources
- openalex crossref