|
|||||
|
|
| 两类含有价值漏损的实物期权定价模型 | |
| 引用本文： | 杨云锋,杨亚强,金浩.两类含有价值漏损的实物期权定价模型[J].宝鸡文理学院学报(自然科学版),2007,27(3):186-189. |
| 作者姓名： | 杨云锋 杨亚强 金浩 |
| 作者单位： | 1. 西安科技大学,基础部,陕西,西安,710054 2. 宝鸡文理学院,数学系,陕西,宝鸡,721007 3. 西北工业大学,应用数学系,陕西,西安,710072 |
| 摘 要： | 目的将含有现价值漏损的实物期权定价模型进行改进。方法将含有价值漏损的实物期权视为一个有交易成本或含分红的两类股票期权,并把模型中几个主要的变量都看作是时间的函数。结果改进后的模型更加合理,更符合实际的情况。结论这样的改进使得模型更加符合实际的市场情况,增强了适用性,具有重要的理论和实际意义。 |
| 关 键 词： | 实物期权 价值漏损 NPV 项目投资 |
| 文章编号： | 1007-1261（2007）03-0186-04 |
| 收稿时间： | 2007-03-06 |
| 修稿时间： | 2007-04-29 |
Two models of real option pricing with leaking losses |
|
| YANG Yun-feng,YANG Ya-qiang,JIN Hao.Two models of real option pricing with leaking losses[J].Journal of Baoji College of Arts and Science(Natural Science Edition),2007,27(3):186-189. | |
| Authors: | YANG Yun-feng YANG Ya-qiang JIN Hao |
| Abstract: | Aim A model of real option pricing with value leaks is improved.Methods The real option pricing with value leaks is regarded as stork option with trade cost,or as stock option with profit sharing.Several principle variables are regarded as functions of time.Results The improved model is more reasonable and conform the case further.Conclusion The improvement makes the model conform the case of the market further and makes it more serviceable so that it plays more important role in theoretical and practical fields. |
| Keywords: | real option value leakage NPV project investment |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |