下降敲入续租期权定价研究
Study on Down Knock-in Renewal Option Pricing
阐述了现代租赁的基本内涵和实物期权的基本原理，提出了下降敲入续租期权定价模型及其定价求解，最后给出了算例分析。
In this paper, firstly, the basic connotation of modern leasing and the basic principle of real option are dissertated. Then, the down knock-in renewal option pricing model and its solution are put forward. At last, example is provided.
租赁 / 续租 / 租赁期权 / 实物期权 / 下降敲入期权
leasing / renewal / leasing option / real option / down knock-in option
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