| 煤矿企业矿业权延迟期权定价模型的推广 |
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| 引用本文： | 章海兰,胡华. 煤矿企业矿业权延迟期权定价模型的推广[J]. 太原师范学院学报(自然科学版), 2010, 9(1): 5-7,14 |
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| 作者姓名： | 章海兰 胡华 |
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| 作者单位： | 宁夏大学,数学计算机学院,宁夏,银川,750021 |
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| 基金项目： | 国家自然科学基金，宁夏大学科研基金 |
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| 摘 要： | 对我国的矿业权延迟期权定价模型进行了改进,提出了当波动率为一次函数时,新的延迟期权定价模型,并通过实例对其进行了验证,实践证明改进后的模型计算出的数据更准确.
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| 关 键 词： | 延迟期权 波动率 临界点价值 |
Mining Coal Mining Enterprises to Promote Delay Option Pricing Model |
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| Zhang Hailan,Hu Hua. Mining Coal Mining Enterprises to Promote Delay Option Pricing Model[J]. Journal of Taiyuan Normal University:Natural Science Edition, 2010, 9(1): 5-7,14 |
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| Authors: | Zhang Hailan Hu Hua |
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| Affiliation: | Zhang Hailan Hu Hua (Ningxia University Computing , Mathematical Sciences,Yinchuan 750021,China) |
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| Abstract: | Delay on China's mining right option pricing model has been improved in the paper and it,proposes a new deferred option pricing model when the volatility is a function and validates them by example.Practice has proved that the data calculated with the improved model more accurate. |
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| Keywords: | delay option volatility the value of the critical point |
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