Based on option theory,a three-factor model for evaluating the coal mining rights is set up when the interest rate and convenience yield follow mean-reverting process and the coal price follows jump-diffusion process.
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asymmetric competition based-on option-game theory 基于期权博弈的不对称竞争战略
The KMV Model, which is based on Merton′s option pricing theory, is applied to get the expected default frequency and default loss of the loan.
运用基于期权定价理论的KMV模型来得到公司的预期违约率和违约损失，从而能合理地确定贷款利率。
To mitigate the risks, this paper presents a concept of interruptible options and corresponding mathematic model based on the option theory.
为了规避这种风险，基于期权理论，提出了断电期权的概念，并建立了相应的数学模型。
Mining rights of coal resources can be regarded as a multi-stage compounding real call option based on the option theory.
煤炭资源采矿权可以被认为是一个多期多阶段的复合看涨实物期权。
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