Study on Down Knock-in Renewal Option Pricing
Wu Yun,He Jianmin
Strategic Study of CAE ›› 2004, Vol. 6 ›› Issue (12) : 47 -50.
Study on Down Knock-in Renewal Option Pricing
Wu Yun,He Jianmin
Strategic Study of CAE ›› 2004, Vol. 6 ›› Issue (12) : 47 -50.
Study on Down Knock-in Renewal Option Pricing
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.
leasing / renewal / leasing option / real option / down knock-in option
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