A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET

The Behavior of Stock-Market Prices

1965 • 8,575 citations

Applied Dynamic Programming.

1964 • 2,240 citations

Applied Dynamic Programming

1962 • 1,878 citations

Brownian Motion in the Stock Market

1959 • 967 citations

The Random Character of Stock Market Prices

1968 • 931 citations

Rational Theory of Warrant Pricing

2015 • 555 citations

Appendix : A free boundary problem for the heat equation arising from a problem in mathematical economics

1965 • 489 citations

Portfolio Analysis in a Stable Paretian Market

1965 • 478 citations

The Lognormal Distribution with Special Reference to its Uses in Economics.

1957 • 423 citations

Elements of a Theory of Stock-Option Value

1964 • 183 citations

Rates of Return on Investments in Common Stocks

1964 • 145 citations

A Complete Model of Warrant Pricing that Maximizes Utility

1969 • 132 citations

The Value of the Call Option on a Bond

1966 • 55 citations

Optimal Timing of Bond Refunding

1967 • 34 citations

Evaluating a Call Option and Optimal Timing Strategy in the Stock Market

1967 • 27 citations

THE VALUATION OF CONVERTIBLE BONDS

1973 • 27 citations

Stock Price Random Walks: Some Supporting Evidence

1968 • 17 citations

The Relation of the Price of a Warrant to the Price of Its Associated Stock: Part I

1967 • 17 citations

Risk aversion in the warrant markets

1963 • 14 citations

Theory of Option Strategy Under Risk Aversion

1968 • 13 citations

Warrant Price Behavior—1945 to 1964

1968 • 13 citations

The Relation of the Price of a Warrant to the Price of Its Associated Stock: Part II

1967 • 6 citations

A Dynamic Programming Approach to the Valuation of Warrants

1969 • 4 citations