Applications of Equivalent Martingales Model in Pricing Warrants

机译：等效鞅模型在定价保证中的应用

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The warrant is introduced and its pricing formula is obtained by using of equivalent martingale measures model. Some special warrants pricing formulas are able to be derived which are adapted to some special circumstances.

机译：授权介绍，其定价公式是通过使用等效鞅测量模型获得的。一些特殊的认股权证可以得出适应某些特殊情况的定价公式。

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《International Institute of Applied Statistics Studies》|2009年||共5页
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作者
ZHU Yonggang;
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正文语种
中图分类统计学;
关键词
Equivalent Martingale Measures Model; Warrant; Black-Scholes Formula; Risk-neutral Measure;

机译：等效鞅措施模型;保证;黑斯科斯公式;风险中立措施;

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Applications of Equivalent Martingales Model in Pricing Warrants

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