Faculty & Research
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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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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.)

About The Author

Robert C. Merton

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