Dilution, anti-dilution and corporate positions in options on the company's own stocks

DOI10.1088/1469-7688/3/5/306MaRDI QIDQ4647286zbMATH OpenOpenAlexFDO

Authors

Publication date 14 January 2019

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1469-7688/3/5/306

zbMATH Keywords

optionscompany's own stocksdilution and anti-dilution effects

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

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Cites work

• A comparison of two quadratic approaches to hedging in incomplete markets
• Market volatility and feedback effects from dynamic hedging
• On Feedback Effects from Hedging Derivatives
• Volatility misspecification, option pricing and superreplication via coupling

Cited in

(2)

• On buybacks, dilutions, dividends, and the pricing of stock‐based claims
• Equity valuation under stock dilution and buy-back

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