Article | Industrial Management Review | winter 1969

A Complete Model of Warrant Pricing that Maximizes Utility

by Paul A. Samuelson and Robert C. Merton

Keywords: Price;

Citation:

Samuelson, Paul A., and Robert C. Merton. "A Complete Model of Warrant Pricing that Maximizes Utility." Industrial Management Review 10 (winter 1969): 17–46. (Chapter IV of Ph.D. dissertation; Chapter 7 in Continuous-Time Finance.)