An option pricing model for valuing R&D upgrading investment within software enterprises;
軟件企業(yè)R&D升級(jí)投資價(jià)值的期權(quán)定價(jià)模型
Comparison between two option pricing models;
兩個(gè)期權(quán)定價(jià)模型的比較
To modify the actuarial formula put forward by Bladt and Rydberg,an actuarial approach is proposed in view of evaluating actual losses and corresponding probability distribution to quantitatively check the price composition of European premium,thus developing an option pricing model to deduce further the famous Black-Scholes formula.
在修正Bladt和Rydberg提出的精算公式基礎(chǔ)上,從評(píng)估實(shí)際損失和相應(yīng)概率分布角度來定量研究期權(quán)價(jià)值構(gòu)成,獲得基于保險(xiǎn)精算方法的期權(quán)定價(jià)模型,并進(jìn)一步推導(dǎo)出經(jīng)典Black-Scholes期權(quán)定價(jià)公式。
This paper,from both theoretical and empirical aspects,discusses how to use Merton option pricing model to determine the deposit insurance prices.
存款保險(xiǎn)定價(jià)是存款保險(xiǎn)制度建設(shè)中的核心內(nèi)容,從理論和實(shí)證兩方面論述了運(yùn)用Merton期權(quán)定價(jià)模型確定存款保險(xiǎn)價(jià)格的問題。
With the changes of the hypotheses, a kind of exotic option pricing model - a multi factor option pricing model is then derived, and with the boundary conditions, the analytic solution of a rainbow option based on two underlying variables is given.
先介紹了標(biāo)準(zhǔn)期權(quán)即Black Scholes單因素期權(quán)定價(jià)模型及其解析解 ,然后在多個(gè)標(biāo)的變量的情況下 ,通過調(diào)整Black Scholes期權(quán)定價(jià)模型的基本假設(shè)條件 ,推導(dǎo)了一種新型期權(quán)定價(jià)模型———多因素型期權(quán)定價(jià)模型 ,并結(jié)合邊界條件 ,給出了基于 2個(gè)標(biāo)的變量的彩虹期權(quán)的解析解 ;并對(duì)此進(jìn)行了擴(kuò)展 ,推導(dǎo)出支付股票紅利的多因素型期權(quán)定價(jià)模型 ,從而解決了多因素條件下的模型描述問題 ;最后給出了一個(gè)彩虹期權(quán)實(shí)例進(jìn)行分析 ,驗(yàn)證了所得結(jié)論的有效性 。
Black-Scholes Option Pricing Model
Black-Scholes期權(quán)定價(jià)模型
Multi-Dimensional Black-Scholes Model of Option Pricing;
多維Black-Scholes期權(quán)定價(jià)模型
Opton Pricing of the Generalized Black-Scholes Model;
廣義Black-Scholes期權(quán)定價(jià)模型
The modification of Black-Scholes option pricing model;
Black-Scholes期權(quán)定價(jià)模型修正
Evaluating the Value of Venture Corporation through Option Pricing Model;
用期權(quán)定價(jià)模型估價(jià)創(chuàng)業(yè)企業(yè)的價(jià)值
Trinomial Option Pricing Model of Barrier Option in Finite Periods;
有限時(shí)期障礙期權(quán)的三項(xiàng)式期權(quán)定價(jià)模型
Evaluating the Value of CM&&A through Option Pricing Model;
用期權(quán)定價(jià)模型評(píng)估企業(yè)并購(gòu)的價(jià)值
Study on the pricing model of path-dependent options;
關(guān)于路徑依賴型期權(quán)定價(jià)模型的研究
The Deviation of the Black-Scholes Option Pricing Model and Several Revision Model;
Black-Scholes期權(quán)定價(jià)模型的定價(jià)偏差及其幾種修正定價(jià)模型的研究
Option Pricing Model When Stock Pricing Process is a Jump-Diffusion Process;
股票價(jià)格服從跳躍擴(kuò)期過程的期權(quán)定價(jià)模型
The Research of Real Option Pricing Model in Safety Investment;
安全投資中的實(shí)物期權(quán)定價(jià)模型研究
Modification of Black-Scholes Option Pricing Model;
Black-Scholes期權(quán)定價(jià)模型的修正
The Research of Black-Scholes Model;
Black-Scholes期權(quán)定價(jià)模型的研究
The Analysis of Pricing Model of Real Option about Defer to Development;
關(guān)于延期型實(shí)物期權(quán)的定價(jià)模型分析
Bond, Future, Option Pricing in Two-Factor HJM Model;
兩因素HJM模型下債券、期貨、期權(quán)的定價(jià)
Pricing Options on Stocks Driven by Poisson Jump Diffusion Process;
帶有Poisson跳的股票價(jià)格模型的期權(quán)定價(jià)
A New Type of Binomial Tree Parameter Model for Option Pricing
一個(gè)新型的期權(quán)定價(jià)二叉樹參數(shù)模型
The Pricing of Exotic Options in the Model of Jump-diffussion;
各類新型期權(quán)在跳擴(kuò)散模型下的定價(jià)