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Equilibrium exercise of European warrants

Nikunj Kapadia and Gregory Willette

Review of Derivatives Research, 2012, vol. 15, issue 2, 129-156

Keywords: European warrant; Competitive equilibrium; Exercise policy; G12; G13 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11147-011-9072-7

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