warrant pricing

• 1. 权证定价: warrant pricing | Option Pricing
• 2. 窗口定价权证: Window Barrier Warrant

• 1.研究标的股票收益与波动率相关下的备兑权证定价。
  Studies the pricing of covered warrants on correlation between returns and volatility.
  dict.yoduao.com
• 2.本文研究了在确定性分红和随机性红利率模型下的权证定价问题。
  We conduct research on warrant pricing under determined dividend model and stochastic dividend yield model.
  dict.yoduao.com
• 3.本文研究了带基差风险和交易费用的不完全市场中的权证定价与避险策略的建构问题。
  In this thesis, the pricing and hedging in incomplete markets with transaction cost and basis risk are examined.
  dict.yoduao.com

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