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本文基于分形市场假说,利用B-S期权定价公式推导出了支付股息的权证和可转换债券定价模型,并对影响定价模型的因素进行了分析。
Based on the fractal market hypothesis, this paper deduces the warrants that pay dividends and the convertible bond pricing model by using the B-S option pricing formula, and analyzes the factors that affect the pricing model.