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- W2352505488 abstract "The main influencing factors of warrants value and the differences between warrants and option price are analyzed,several existing pricing modes of warrants are introduced,the method of equivalent martingale are highlighted,the suitable warrants formulas,which are similar with the models of Black-Scholes,are derived.Based on some amended basic assumptions,some warrants pricing formulas are derived,which are adapted to some special circumstances." @default.
- W2352505488 created "2016-06-24" @default.
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- W2352505488 date "2007-01-01" @default.
- W2352505488 modified "2023-09-23" @default.
- W2352505488 title "Pricing Models of Warrants Based on Equivalent Martingale" @default.
- W2352505488 hasPublicationYear "2007" @default.
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