Exchange-option-based Corporate Liquidity Pricing Model

摘要：

Corporate liquidity pricing is a new topic. With three basic assumptions, this paper derives a general liquidity option pricing model and then a specific liquidity option pricing model based on the exchange option.The important parameters and variables are also discussed in detail.This model can be used to calculate the value of corporate liquidity.

作者: Jinmin Du Lingyun Zheng

作者单位: Faculty of Finance and Institute of Finance Research Jinan University Guangzhou, China 510632 Institute of Finance Research Jinan University Guangzhou, China 510632

会议类型: 国际会议

会议名称: Fourth International Conference on Impulsive and Hybrid Dynamical Systems(ICIHDS 2007)(第四届国际脉冲和混合动力系统学术会议)

会议地点: 南宁

会议语种:英文

在线出版日期: 2007-07-20（万方平台首次上网日期，不代表论文的发表时间）