期刊名称：International Journal of Business and Management
印刷版ISSN：1833-3850
电子版ISSN：1833-8119
出版年度：2008
卷号：3
期号：2
页码：63
DOI：10.5539/ijbm.v3n2P63
语种：English
出版社：Canadian Center of Science and Education
摘要：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.
