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一、认股权证的定价模型我们可以用Black-Scholes的期权定价模型来导出认股权证的定价模型。我们假设:(1)股票的价格遵循几何Brown运动:
First, the pricing model warrants We can use Black-Scholes option pricing model to derive the warrant pricing model. We assume that: (1) the price of the stock follows the geometric Brownian motion: