Warrants are major financial derivative products. In recent years, more and more academics and practitioners give them extensive attentions. Therefore, warrant pricing becomes the important research content of financial asset pricing. According to the development of warrant pricing theories and the application features of them, we firstly analyze the main work and results in this field at home and abroad in recent years in this essay. Then we put forward the further research direction. At the end of this essay we conclude that numerical methods such as Monte Carlo simulation will become the important methods of warrant pricing and the whole financial assets pricing which are on the base of the stochastic volatility assumption
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