三峡大学学报（自然科学版）2012，Vol.34Issue(2)：110-112,3.
等价鞅测度模型在欧式认股权证定价中的应用
Application of Equivalent Martingale Measure to European Warrants Pricing
摘要
Abstract
The warrants are introduced; and based on equivalent martingale measure theorem, a European warrants pricing general formula is given; if amending some basic assumptions, a number of special circumstances warrant pricing formulas can be derived.关键词
等价鞅测度/认股权证/Black-Scholes公式/风险中性测度Key words
equivalent martingale measure/ warrants/ Black-Scholes formula/ risk-neutral measure分类
数理科学引用本文复制引用
张凯凡..等价鞅测度模型在欧式认股权证定价中的应用[J].三峡大学学报（自然科学版）,2012,34(2):110-112,3.
