Equity valuation under stock dilution and buy-back

DOI10.3934/DCDSB.2012.17.1809zbMATH Open1251.91060OpenAlexW2317032053MaRDI QIDQ449281FDOQ449281

Authors: Yaling Cui, Srdjan D. Stojanovic 

Publication date: 12 September 2012

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2012.17.1809

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zbMATH Keywords

PDEequity valuationindifference pricingSDEneutral pricing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Nonlinear parabolic equations (35K55) Financial applications of other theories (91G80)

Cited In (2)

• On buybacks, dilutions, dividends, and the pricing of stock‐based claims
• Criteria for distributive equity: Characterization in terms of share value

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