6Cox, J.. Notes on option pricing: Constant elasticity of variance diffusions[R]. Working paper, 1975.
7Leonard, D., Solt, M.. On using the Black-Scholes model to value warrants [J]. Journal of Financial Research, 1990,(13):81-92.
8Krener, P. , Roenfeldt, O.. Warrant pricing: Jump diffusion vs. Black Scholas[J]. Journal of Financial and Quantitative Analysis, 1993, 28(2): 255-272.
9Schulz, G. , Trautmann, S.. Robustness of option-like warrant valuation [J]. Journal of Banking and Finance, 1994,18(5): 841-859.
10Mikami, T.. Investment strategy: Convertible bonds and equity warrants[C]. Tokyo: Berkeley Program in Finance in Asia Seminar, 1990.
