您要查找的是不是:
- real option pricing approach 实物期权
- Combined with the real option approach, a twostage compound real option pricing model is built up and an analytical solution acquired using a reverse chronological order approach. 结合实物期权方法,建立相应的复合期权定价模型,采用逆时序方法求得解析解。
- Martha Amrarn and Nalin Kulatilake believe that the application process of real option include designing the proper frame, using the option pricing model, analyzing the result and designing second frame if necessary. Martha Amram和Nalin Kulatilaka将实物期权理论的应用步骤分为:设计适当的框架; 使用期权评价模型;
- Analysis on Using Option Pricing Approach to Value Non-traded Real Assets 不可交易实物资产期权定价问题分析
- On Real Option Pricing Method under Changing Risk-Free Rate 无风险利率变化时的实物期权定价方法研究
- Research on the Passage Problem of Decision-making Value in Real Option Pricing Method 实物期权评价方法中决策阈值的可达性问题研究
- The forth chapter sets up a system of option approach to real option, deduces the pricing model of real option, and puts forward the decision-making tactic. 第一章概括的叙述了金融期权的特性、原理及其价格影响因素,作为实物期权比照的参照物;
- Based on the price process and the optimal output model, generation asset can be valuated by spread real option approach. 基于上述电价过程和优化输出模型,可对发电资产做实物期权估计。
- real option pricing 实物期权定价
- Liu, S.I. and Y.C.Liu. (2008).Threshold-GARCH Option Pricing: A Trinomial Tree Approach. 陈韵文、刘淑莺及王仁宏(2005).;选择权评价模型-台湾上限型认购权证评价之实证研究;台湾金融财务季刊;第六辑第三期;123-140页
- The European B-S model of option pricing is extended. 对欧式期权定价的B-S模型进行了推广。
- Studied the impact of information asymmetry between principal and agent on asset divestiture decisions through real option approach. 摘要利用实物期权方法分析了信息不对称的委托代理框架下企业资产剥离决策。
- This is backed out of option prices. 隐含波动率在期权价格决定上影响较大。
- At last the paper deduces the pricing formula of real option similarly American Option utilizing No-Risk Arbitrage Pricing Theory. 在此基础上,运用无风险套利原则,推导出变动执行价格条件下的类似于美式期权的实物期权的定价公式。
- Therefore, Black-scholes option pricing model can be used for stock pricing. 因此可以用布莱克-斯科尔斯期权定价模型对股票进行定价。
- Finally, with the valuing results of real option, niche market theory and basic pricing methods, we will try to propose some ideas for SoC marketing and pricing strategies. 最后,搭配利基市场之行销理论与产品的基本定价模式,本研究将从实质选择权的评估结果中提出一些对于系统晶片行销及定价的建议。
- Finally, we calibrate the numerical example of BDT, and propose a new pricing approach and make an empirical comparison for coupon treasuries. 最后,对BDT数例进行了校正,并针对息票国债,提出了一种新的定价方法,且进行了实证研究。
- Production outsourcing is considered as a series of European options and valuated by real option approach. 生产外包被看成是一种欧式期权并构建实物期权模型进行价值评价。
- In this paper, the market environment and technical condition are discussed, then a PQ service pricing approach based on differential pricing is proposed. 分析了电力市场环境下实行电能按质定价所要求的市场环境和技术条件,在此基础上提出了一种基于差别定价的电能质量服务定价方法。
- Risk Analysis and Economic Evaluation of Oil and Gas Exploration Project with Real Option Method II. 油气勘探风险分析与实物期权法经济评价2。