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《Journal of Yunnan University of Finance and Economics》 2004-05
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Study on the Value of Warrant with Variable Strike Price

FU Shi-chang(Economics and Management School, Southwest Communication University, Chengdu 610031,China)  
Under the restriction of the regulations, the domestic warrants could only be issued by big shareholders. Based on the European Option Diluting Pricing Model, the paper presented the warrant pricing model which is practical and its strike price is a continuous and flexible function over time. Its reliability was tested by a special example. We also used it to analyse the value sensitivity over risk-free interest and standard deviation of yield per year.
【Fund】: 国家自然科学基金资助项目(7077054)
【CateGory Index】: F830.91;F224
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1 WANG Zhi-cheng 1, HE Shu-hong 2 (1.Department of Finance,Guanghua College of Management,Beijing University,Beijing 1000871,China 2.Department of Math,Yunhan University,Kunming 650091,China);The pricing factors of warrants[J];East China Economic Management;2002-03
【Co-citations】
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1 FU Qiang1,WANG Xiao-qin2(1.School of Economics and Business Administration,Chongqing University,Chongqing 400044,China;2.School of Mathematics and Physics,Chongqing University,Chongqing 400044,China);Multiple Warrants Pricing Model Based on Stock Structure in China and Their Comparison[J];Journal of Chongqing University(Social Science Edition);2007-03
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8 HE Jiangni(Institute of Applied Mathematics,Xinjiang University of Finance and Economics,Urumqi Xinjiang 830012);The Empirical Analysis of warrant pricing of Compound Opations in China[J];Journal of Xinjiang Normal University(Natural Sciences Edition);2008-03
9 FU Shi-chang,XU Yuan-dong (School of Economics and Management, Southwest Jiaotong University, Chengdu 610031, China);Comparison Study on Value and Exercise Time of Options with Same Intrinsic Value[J];Journal of Southwest Jiaotong University;2004-04
10 YANG Li-hong1,XU Huang-wei1,LIU Guang2(1.College of Mathematical Sciences,South China University of Technology,Guangzhou 510640,China;2.College of Economics and Commerce,South China University of Technology,Guangzhou 510006,China);Multi-factors pricing model of European equity warrants based on B-S Formula[J];Journal of Systems Engineering;2009-01
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