SPAC to Basics: A Monte Carlo Approach to Valuing De-SPAC Warrants with Path-Dependent Redemption Features.

Autor: Carrion, Allen1 (AUTHOR) a.carrion@memphis.edu, Imerman, Michael B.2 (AUTHOR) mimerman@uci.edu, Zhang, Hong3 (AUTHOR) hzhang7@memphis.edu
Zdroj: Journal of Derivatives. Winter2024, Vol. 32 Issue 2, p9-21. 13p.
Databáze: Business Source Ultimate
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