Study on Down Knock-in Renewal Option Pricing

Wu Yun1、 He Jianmin2

Strategic Study of CAE ›› 2004, Vol. 6 ›› Issue (12) : 47-50.

PDF(2291 KB)
PDF(2291 KB)
Strategic Study of CAE ›› 2004, Vol. 6 ›› Issue (12) : 47-50.
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Study on Down Knock-in Renewal Option Pricing

  • Wu Yun1、 He Jianmin2

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Abstract

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.

Keywords

leasing / renewal / leasing option / real option / down knock-in option

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Wu Yun,He Jianmin. Study on Down Knock-in Renewal Option Pricing. Strategic Study of CAE, 2004, 6(12): 47‒50
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