Modification of the Warrants Pricing Model and Validation Analysis

Jinlong Chen; Qinhong Li

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Modification of the Warrants Pricing Model and Validation Analysis

机译：修改权证定价模型和验证分析

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Based on the previous study in this article, modified Black-Sholes model was more suitable for the domestic warrants price, and calculated 6 warrants’ price in the listed time, It also confirmed the rationality of the model comparing the pricing theory with the actual market price. The result of the computation of the modified warrant price model shows that though in the warrant market the realistic price deviates from theoretical price, the deviations of realistic and theoretical prices is smaller from May, 2006 to May, 2007.

机译：基于本文的先前研究，改良的黑色牛油模型更适合国内认股权证价格，并计算出现6次认股权证的上市价格，它还确认了模型与实际市场定价理论比较定价理论的合理性价格。修改权令价格模式计算结果表明，虽然在保证市场中，现实价格偏离理论价格，但从2006年5月至2007年5月，现实和理论价格的偏差较小。

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《International Journal of Business and Management》 |2009年第2期|共页
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Jinlong Chen; Qinhong Li;
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7. Modification of the Warrants Pricing Model and Validation Analysis [O] . Qinhong Li, Jinlong Chen 2009

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Modification of the Warrants Pricing Model and Validation Analysis

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