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author:

黄志刚 (黄志刚.) [1] (Scholars:黄志刚) | 林凯 (林凯.) [2]

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Abstract:

认股权证在许多方面既类似于又不同于看涨期权。影响其价值的因素比普通的期权复杂。本文应用连续时问金融中的经典模型——公司资本定价模型,从公司价值的角度出发,同时考虑股本稀释与现金流流入效应,对认股权证的理论价值进行分析,并以宝钢G股欧式认服权证为例做实证分析。

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  • [ 1 ] [黄志刚]福州大学,福建福州350002
  • [ 2 ] [林凯]

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Source :

上海金融学院学报

ISSN: 1673-680X

CN: 31-1980/F

Year: 2006

Issue: 3

Volume: 0

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

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