Study on option pricing mathematical model;
期权定价数学模型的研究
GARCH diffusion option pricing model with transaction costs;
有交易成本的GARCH-扩散期权定价模型
European option pricing with transaction costs and stochastic dividends;
有交易费和随机分红时的欧式期权定价
The Flexibility Option Value of a Contractual Strategic Alliance
契约型战略联盟的灵活性期权价值研究
This paper founds a random differential equation on option value function to determine the best electricity price.
针对市场环境中发电容量投资的风险管理需要,提出与现有净现值评估法不同的未定权益分析(CCA)方法,建立了关于期权价值函数的随机微分方程,求得与投资风险相对应的上网电价临界值,并通过算例进行了应用分析。
And in the contract governance mode of the strategic alliance,firm can select appropriate collaborator according to the uncertainties of the strategic investment,which not only insures the flexibility option value of the strategic invest,but also endows with the flexibility option value for this governance mode .
本文创新性地提出对于战略投资交易的治理问题,应根据投资的不确定性的发展情况灵活选择投资交易的治理模式,其中联盟契约治理模式就可以根据投资交易价值不确定性情况而选择不同的合作伙伴,因而不但可以确保战略投资灵活期权价值的实现,而且此治理模式本身也具有较灵活的期权价值。
Analysis of the determination process of option price;
期权价格的确定过程分析
This article firstly discusses the formation and deciding factor of option price,and then introduces and compares Binomial Option Pricing Model and Black - scholes Model.
讨论期权价格的构成和决定因素,然后对二叉树模型和Black-scholes模型进行论述和比较分析,既可得出两个模型在实质上是一致的结论。
This paper discusses the estimation of the volatility function of Black - Scholes model with time varying coefficients, we also give the estimator of the option price.
本文讨论了变系数Blach-Scholes模型中波动率函数的估计问题,给出了期权价格的估计量。
Black-Scholes Option Pricing Model
Black-Scholes期权定价模型
Option Pricing by Esscher Transforms;
期权定价的Esscher变换方法
Multi-Dimensional Black-Scholes Model of Option Pricing;
多维Black-Scholes期权定价模型
Opton Pricing of the Generalized Black-Scholes Model;
广义Black-Scholes期权定价模型
The modification of Black-Scholes option pricing model;
Black-Scholes期权定价模型修正
The effects of market factors on supply chain option contract;
期权定价的供应链期权协调机制研究
Evaluating the Value of Venture Corporation through Option Pricing Model;
用期权定价模型估价创业企业的价值
Trinomial Option Pricing Model of Barrier Option in Finite Periods;
有限时期障碍期权的三项式期权定价模型
Application of Option Pricing Theory to the Patent;
期权定价理论在专利权评估中的应用
Modified Black-Scholes Formula and Dynamic Hedging Strategy;
修正的Black-Scholes期权定价及套期保值
THE EUROPEAN OPTION PRICING OF STOCK WITH CIRCLE EXPECTED RATE OF RETURN;
收益率周期波动的股票欧式期权定价
The Pricing of Exotic Options under Stochastic Volatility;
具有价格随机波动率的新型期权定价
Evaluating the Value of CM&&A through Option Pricing Model;
用期权定价模型评估企业并购的价值
The Early Exercise Premium in American Options Prices;
期权定价中提前执行价值的实证研究
Pricing options on stocks driven by Ornstein-Uhlenback process;
股票价格遵循Ornstein-Uhlenback过程的期权定价
Pricing Options on Stocks Driven by Poisson Jump Diffusion Process;
带有Poisson跳的股票价格模型的期权定价
The Performance Evaluation of Entrepreneur Haman Capital and Fixing Price of Stock Option;
企业家人力资本业绩评价与期权定价
Option Pricing and Value-at-Risk Calculation Based on Fractal Theory
基于分形的期权定价及风险价值计算