| The Valuation of Contract Deposit and Purchase Price | |
|---|---|
| 學年 | 111 |
| 學期 | 1 |
| 出版（發表）日期 | 2022-11-30 |
| 作品名稱 | The Valuation of Contract Deposit and Purchase Price |
| 作品名稱（其他語言） | |
| 著者 | Chien-Ming Huang; Ta-Cheng Chang |
| 單位 | |
| 出版者 | |
| 著錄名稱、卷期、頁數 | Mathematics 10(23), 4535 |
| 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. |
| 關鍵字 | deposit; purchase price; contingent claim |
| 語言 | en |
| ISSN | |
| 期刊性質 | 國外 |
| 收錄於 | SCI Scopus |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | CHE |
| 公開徵稿 | |
| 出版型式 | ,電子版 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/124409 ) |
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