Ajay Subramanian is Assistant Professor, DuPree College of Management, Georgia Institute of Technology. I especially wish to thank the anonymous referee for several insightful comments and suggestions that have significantly improved the paper. Special thanks are also due to Anand Venkateswaran for his invaluable help throughout this project. I also thank Rick Green (the editor); Antonio Camara; Peter Carr; Jonathan Clarke; Cheol Eun; Ping Hu; Jayant Kale; Narayanan Jayaraman; Nagesh Murthy; Husayn Shahrur; Milind Shrikhande; and seminar participants at the All-Georgia Finance Conference (Atlanta, 2001), the 12th Annual Derivative Securities Conference (New York City, 2002), the Second World Congress of the Bachelier Finance Society (Crete, 2002), and the FMA Annual Meeting (San Antonio, 2002) for valuable comments on earlier versions of the paper. All errors remain my sole responsibility.
Option Pricing on Stocks in Mergers and Acquisitions
Version of Record online: 25 MAR 2004
© 2004 the American Finance Association
The Journal of Finance
Volume 59, Issue 2, pages 795–829, April 2004
How to Cite
Subramanian, A. (2004), Option Pricing on Stocks in Mergers and Acquisitions. The Journal of Finance, 59: 795–829. doi: 10.1111/j.1540-6261.2004.00649.x
- Issue online: 25 MAR 2004
- Version of Record online: 25 MAR 2004
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