MODEL OF WARRANT PRICING IN A DYNAMIC MARKET

[1] Aitchison J., 1963, LOGNORMAL DISTRIBUTI

[2] AYRES HF, 1963, IMR-IND MANAG REV, V5, P45

[3] Bachelier L, 1900, RANDOM CHARACTER STO, P17

[4] Bellman R. E., 1962, APPL DYNAMIC PROGRAM

[5] ELEMENTS OF A THEORY OF STOCK-OPTION VALUE [J]. JOURNAL OF POLITICAL ECONOMY, 1964, 72 (02) : 163 - 175

[6] CHEN HY, 1969, THESIS U CALIFORNIA

[7] Cootner PH, 1967, RANDOM CHARACTER STO

[8] PORTFOLIO ANALYSIS IN A STABLE PARETIAN MARKET [J]. MANAGEMENT SCIENCE, 1965, 11 (03) : 404 - 419

[9] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[10] FISHER L, 1964, J BUSINESS, V37

[1] Aitchison J., 1963, LOGNORMAL DISTRIBUTI

[2] AYRES HF, 1963, IMR-IND MANAG REV, V5, P45

[3] Bachelier L, 1900, RANDOM CHARACTER STO, P17

[4] Bellman R. E., 1962, APPL DYNAMIC PROGRAM

[5] ELEMENTS OF A THEORY OF STOCK-OPTION VALUE [J]. JOURNAL OF POLITICAL ECONOMY, 1964, 72 (02) : 163 - 175

[6] CHEN HY, 1969, THESIS U CALIFORNIA

[7] Cootner PH, 1967, RANDOM CHARACTER STO

[8] PORTFOLIO ANALYSIS IN A STABLE PARETIAN MARKET [J]. MANAGEMENT SCIENCE, 1965, 11 (03) : 404 - 419

[9] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[10] FISHER L, 1964, J BUSINESS, V37