Analysis of the Warrant Hedge in a Stable Paretian Market

Jimmy E. Hilliard and Robert A. Leitch

Journal of Financial and Quantitative Analysis, 1977, vol. 12, issue 1, 85-103

Abstract: A stock purchase warrant gives the owner the option to buy some predetermined number of shares of the associated common stock at a specified price over a stipulated time period. The specified price is called the exercise price of the warrant. The stipulated time period is quite variable, though the life of a typical warrant will exceed five years.

Date: 1977
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