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https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/124409
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| 題名: | The Valuation of Contract Deposit and Purchase Price |
| 作者: | Huang, Chien-Ming;Chang, Ta-Cheng |
| 關鍵詞: | deposit;purchase price;contingent claim |
| 日期: | 2022-11-30 |
| 上傳時間: | 2023-08-24 12:05:19 (UTC+8) |
| 出版者: | MDPI AG |
| 摘要: | This paper evaluates the deposit and purchase pricing of purchase contracts in a risk-neutral framework. First, we determine the fair deposit price of a single-installment purchase contract based on theoretical modeling and numerical analysis. Second, the buyer’s threshold pricing in dual-installment and multi-installment contracts is investigated under the framework of compound options. Lastly, the pricing behavior of deposits and purchases is further analyzed using a simultaneous equations modeling framework. |
| 關聯: | Mathematics 10(23), 4535 |
| DOI: | 10.3390/math10234535 |
| 顯示於類別: | [財務金融學系暨研究所] 期刊論文
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