Power Function to Reset the Exchange Rate-based Pricing of Options 幂函数重设型汇率连动股票期权的定价
This paper propose the implied fluctuation rate-based pricing model which avoid the subjectivity of conversion rate by means of discount. 然后本文建立了一个基于波动率分析的目标企业实物期权定价模型,以解决贴现方法中贴现率过于主观化的问题。