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Empirical tests of the Longstaff extendible warrant model

Journal of Empirical Finance, 3(1): 1--14, 1996.
Authors: Shmuel Hauser and Beni Lauterbach
URL: http://www.sciencedirect.com/science/article/B6VFG-3VV58VG-1/1/cefe8aacdc69284c3f177f30104d15a7
Tags: Option pricing
| URL | BibTeX  
@article{Hauser1996,
title = {Empirical tests of the Longstaff extendible warrant model},
author = {Shmuel Hauser and Beni Lauterbach},
journal = {Journal of Empirical Finance},
month = {May},
number = {1},
pages = {1--14},
url = {http://www.sciencedirect.com/science/article/B6VFG-3VV58VG-1/1/cefe8aacdc69284c3f177f30104d15a7},
volume = {3},
year = {1996},
keywords = {Option pricing }
}