3) real deferral option pricing model 实物延迟期权定价模型 4) B-S model for real option 实物期权B-S模型 5) Hybrid Real Option Valuation 混合实物期权模型 6) Real Option Decision Model 实物期权决策模型 补充资料:欧洲式期权、美国式期权与亚洲式期权 欧洲式期权、美国式期权与亚洲式期权 【欧洲...
With the rapid development of financial markets, the options have been widely accepted by investors. The risk investment project of high-tech companies has become the focus of the market. Compared with the traditional net present value evaluation model, the real option pricing model for risk ...
5) Real Option Valuation Method 实物期权估价法 6) real deferral option pricing model 实物延迟期权定价模型 补充资料:利率封顶期权和利率保底期权的定价 利率封顶期权和利率保底期权的定价 【利率封顶期权和利率保底期权的定价】为了更透彻地理解利率封顶期权和利率保底期权,我们来分析一下其组成部分。比如,一个2...
Option pricing theory, both of the Binomial and the Black-Scholes models are built on the premise that a replicating portfolio can be created using the underlying asset and riskless lending or borrowing. While this is a perfectly justifiable assumption in the context of listed options on traded s...
网络实质选择权定价;实物期权定价 网络释义 1. 实质选择权定价 将选择权模式套入专利技术之监价,亦为实质选择权定价(Real Options Pricing)法的一种,其计算方式明确,且考虑到产业与技 … www.asset.com.tw|基于2个网页 2. 实物期权定价 ... ) real option pricing 实物期权定价 )real options pricing实物期权...
Yang Qian Lin and Chen Xiaoyue (1998) first introduced the concept of real options in his paper, describes the basic types of real option and valuation using real option pricing model for enterprise. 翻译结果4复制译文编辑译文朗读译文返回顶部 ...
By considering carbon trading and resource tax, this study established a bidimensional binominal lattice of a compound real option pricing model to help investors make decisions for geothermal heating projects. Two types of real options, to defer and to abandon, are simultaneously considered. Further...
来自互联网 7. Set up real option pricing model based on ANN was the progeny of this paper. 本课题的研究成果是,建立了基于人工神经网络的实物期权定价模型. 来自互联网 点击展开全部例句拍照翻译 语音翻译 智能背词 下载金山词霸APP
In dealing with real options, a company’s management team factors the potential for real option value into decision making, although the value is somewhat vague and uncertain. Valuation techniques for real options often appear similar to pricing financial options contracts, where the spot price or...
the future and their value will be estimated using the Black-Scholes Option Pricing (BSOP) model and the put-call parity to estimate the option values. However, assuming The global body for professional accountants About us Contact us Work for us Technical activities Help & support Global ...