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

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Title: SPAC to Basics: A Monte Carlo Approach to Valuing De-SPAC Warrants with Path-Dependent Redemption Features.
Authors: Carrion, Allen1 (AUTHOR) a.carrion@memphis.edu, Imerman, Michael B.2 (AUTHOR) mimerman@uci.edu, Zhang, Hong3 (AUTHOR) hzhang7@memphis.edu
Source: Journal of Derivatives. Winter2024, Vol. 32 Issue 2, p9-21. 13p.
Database: Business Source Ultimate
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  Data: SPAC to Basics: A Monte Carlo Approach to Valuing De-SPAC Warrants with Path-Dependent Redemption Features.
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        Value: 10.3905/jod.2024.1.217
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      – Code: eng
        Text: English
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        PageCount: 13
        StartPage: 9
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      – TitleFull: SPAC to Basics: A Monte Carlo Approach to Valuing De-SPAC Warrants with Path-Dependent Redemption Features.
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            NameFull: Imerman, Michael B.
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              Text: Winter2024
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