An option pricing model for valuing R&D upgrading investment within software enterprises;
软件企业R&D升级投资价值的期权定价模型
Comparison between two option pricing models;
两个期权定价模型的比较
To modify the actuarial formula put forward by Bladt and Rydberg,an actuarial approach is proposed in view of evaluating actual losses and corresponding probability distribution to quantitatively check the price composition of European premium,thus developing an option pricing model to deduce further the famous Black-Scholes formula.
在修正Bladt和Rydberg提出的精算公式基础上,从评估实际损失和相应概率分布角度来定量研究期权价值构成,获得基于保险精算方法的期权定价模型,并进一步推导出经典Black-Scholes期权定价公式。
This paper,from both theoretical and empirical aspects,discusses how to use Merton option pricing model to determine the deposit insurance prices.
存款保险定价是存款保险制度建设中的核心内容,从理论和实证两方面论述了运用Merton期权定价模型确定存款保险价格的问题。
With the changes of the hypotheses, a kind of exotic option pricing model - a multi factor option pricing model is then derived, and with the boundary conditions, the analytic solution of a rainbow option based on two underlying variables is given.
先介绍了标准期权即Black Scholes单因素期权定价模型及其解析解 ,然后在多个标的变量的情况下 ,通过调整Black Scholes期权定价模型的基本假设条件 ,推导了一种新型期权定价模型———多因素型期权定价模型 ,并结合边界条件 ,给出了基于 2个标的变量的彩虹期权的解析解 ;并对此进行了扩展 ,推导出支付股票红利的多因素型期权定价模型 ,从而解决了多因素条件下的模型描述问题 ;最后给出了一个彩虹期权实例进行分析 ,验证了所得结论的有效性 。
Black-Scholes Option Pricing Model
Black-Scholes期权定价模型
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
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
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
Study on the pricing model of path-dependent options;
关于路径依赖型期权定价模型的研究
The Deviation of the Black-Scholes Option Pricing Model and Several Revision Model;
Black-Scholes期权定价模型的定价偏差及其几种修正定价模型的研究
Option Pricing Model When Stock Pricing Process is a Jump-Diffusion Process;
股票价格服从跳跃扩期过程的期权定价模型
The Research of Real Option Pricing Model in Safety Investment;
安全投资中的实物期权定价模型研究
Modification of Black-Scholes Option Pricing Model;
Black-Scholes期权定价模型的修正
The Research of Black-Scholes Model;
Black-Scholes期权定价模型的研究
The Analysis of Pricing Model of Real Option about Defer to Development;
关于延期型实物期权的定价模型分析
Bond, Future, Option Pricing in Two-Factor HJM Model;
两因素HJM模型下债券、期货、期权的定价
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
A New Type of Binomial Tree Parameter Model for Option Pricing
一个新型的期权定价二叉树参数模型
The Pricing of Exotic Options in the Model of Jump-diffussion;
各类新型期权在跳扩散模型下的定价
