Because the value of hedge parameter Delta in KBS pricing model is relatively smaller, the multiple warrants pricing model based on the same body is more accurate than other single warrant models when using hedge parameters to avoid risks.
KBS模型下的Delta值相对其他模型较小,在运用避险参数对冲风险时,基于同一主体的多种认股权证定价模型较其他定价模型更准确。
参考来源 - 基于同一主体的多种认股权证定价模型及其比较·2,447,543篇论文数据，部分数据来源于NoteExpress
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