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  • winter 1969
  • Article
  • Industrial Management Review

A Complete Model of Warrant Pricing that Maximizes Utility

By: Paul A. Samuelson and Robert C. Merton
  • Format:Print
  • | Pages:30
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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.)
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About The Author

Robert C. Merton

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More from the Authors
  • No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions By: Robert C. Merton and Richard T. Thakor
  • Customers and Investors: A Framework for Understanding Financial Institutions By: Robert C. Merton and Robert T. Thakor
  • The Crisis in Retirement Planning By: Robert C. Merton
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