Based on real options thinking, this paper proposes an approach for the appraisal of hi-tech projects when option-pricing models are employed.
本文基于实物期权思想,提出一种利用期权定价模型来评价高技术项目的方法。
Pricing options with constant interest rate under jump-diffusion models is always a very important problem in option pricing research.
跳跃—扩散模型下利率为常数的期权定价问题一直是期权定价研究的重点问题之一。
We concern on pricing bivariate options, particularly, call-on-max options in the empirical work, and we compare different bivariate option pricing models, which presents our method's advantages.
实证工作中着重于二元期权的定价,尤其是最大认购期权。通过比较不同的二元期权定价模型,本文方法的优势尤为突出。
We concern on pricing bivariate options, particularly, call-on-max options in the empirical work, and we compare different bivariate option pricing models, which presents our method's advantages.
实证工作中着重于二元期权的定价,尤其是最大认购期权。通过比较不同的二元期权定价模型,本文方法的优势尤为突出。
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