VALUATION

作品数：259被引量：271H指数：7
导出分析报告
相关领域：经济管理更多>>
相关作者：鲁春霞谢高地肖玉甄霖李文华更多>>
相关机构：清华大学上海交通大学中国科学院复旦大学更多>>
相关期刊：更多>>
相关基金：国家自然科学基金国家重点基础研究发展计划国家社会科学基金中国博士后科学基金更多>>
-
在结果中检索

检索结果分析

结果分析中...
选择条件：
  • 期刊=Journal of Systems Science & Complexityx
共 条 记 录，以下是1-8
全选清除导出
参考文献引证文献引用追踪
视图：
排序：
Acquisition Discount and Valuation Effect of Private M＆As in China
《Journal of Systems Science & Complexity》2017年第6期1364-1381,共18页DONG Jichang JIAO Danxiao SUN Xilong 
supported by the National Natural Science Foundation of China under Grant No.71173213
An acquisition discount can reflect not only the liquidity demands for unlisted targets but also the strategic requirements, management efficiencies and capital allocations for the listed bidders.Based on Officer(2007...
关键词：M&As multiples approach TMT industry unlisted targets valuation effect 
Valuation of Stock Loans Under a Markov Chain Model被引量：2
《Journal of Systems Science & Complexity》2016年第1期171-186,共16页PRAGER David ZHANG Qing 
supported in part by the Simons Foundation(235179 to ZHANG Qing)
In recent years the use of Markov chain models to model stock price movement has received increased attention among researchers.Markov chain models combine the discrete movements of a binomial tree model while retaini...
关键词：Closed-form solution Markov chain model stock loan 
A Note on the Tu-Deng Conjecture
《Journal of Systems Science & Complexity》2015年第3期702-724,共23页CHENG Kaimin HONG Shaofang ZHONG Yuanming 
supported partially by the National Science Foundation of China under Grant No.11371260;the Youth Foundation of Sichuan University Jinjiang College under Grant No.QJ141308
Let k be a positive integer. For any positive integer x =∑i=0^∞xi2^i, where xi = 0, 1,we define the weight w（x） of x by w（x） ：= ∑i=0^∞xi. For any integer t with 0 〈 t 〈 2^k- 1, let St ：= {（a,b）∈ Z^2｜...
关键词：2-adic valuation Tu-Deng conjecture weight. 
AN INTEGRO-DIFFERENTIAL PARABOLIC VARIATIONAL INEQUALITY ARISING FROM THE VALUATION OF DOUBLE BARRIER AMERICAN OPTION被引量：3
《Journal of Systems Science & Complexity》2014年第2期276-288,共13页SUN Yudong SHI Yimin GU Xin 
supported by the National Science Foundation of China under Grant Nos.71171164 and 70471057;the Doctorate Foundation of Northwestern Polytechnical University under Grant No.CX201235
This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variati...
关键词：American style barrier option EXISTENCE integro-differential UNIQUENESS variational inequality. 
DYNAMIC VALUATION OF OPTIONS ON NON-TRADED ASSETS AND TRADING STRATEGIES被引量：1
《Journal of Systems Science & Complexity》2013年第6期991-1001,共11页MI Hui ZHANG Shuguang 
supported by the National Basic Research Program of China(973 Program)under Grant No.2007CB814901;the National Natural Science Foundation of China under Grant Nos.11101215 and 61304065;the Program of Natural Science Research of Jiangsu Higher Education Institutions of China under GrantNo.12KJB110011
This paper investigates the pricing of options written on non-traded assets and trading strategies for the stock and option in an exponential utility maximization framework.Under the assumption that the option can be ...
关键词：Non-traded asset option pricing portfolio selection stochastic control. 
STOCK LOAN VALUATION UNDER A REGIME-SWITCHING MODEL WITH MEAN-REVERTING AND FINITE MATURITY被引量：2
《Journal of Systems Science & Complexity》2010年第3期572-583,共12页David PRAGER 
Stock loans are business contracts between borrowers and lenders in which the borroweruses shares of stock as collateral for the loan.Since the value of the collateral is subject to wide andfrequent price swings,valui...
关键词：Mean reversion regime switching stock loan. 
THE SYMMETRY GROUPS OF NONLINEARITY CRITERIA被引量：1
《Journal of Systems Science & Complexity》2004年第1期28-32,共5页LIDan QIUWeisheng 
This research is supported by the National Natural Science Foundation of China(19831070)
It is already known that there are several nonlinearity criteria such asalgebraic degree nonlinearity, distance to linear structures, correlation immune, propagationcriterion, differential uniformity, which are used t...
关键词：cryptographic functions nonlinearity criteria symmetry group of a valuation 
EXPLICIT EXPRESSIONS FOR THE VALUATION AND HEDGING OF THE ARITHMETIC ASIAN OPTION被引量：9
《Journal of Systems Science & Complexity》2003年第4期557-561,共5页YANGZhaojun HUANGLihong MAChaoaun 
Project Supported by Scientific Research Fund of Hunan Provincial Education Department (No. 01B031)
On the basis of a result in Yor (1992), this paper gives explicit expressions for the valuation and hedging of the arithmetic Asian option.
关键词：arithmetic asian option valuation and hedging explicit solution 
全选清除导出
共1页<1>
检索报告 对象比较 聚类工具 使用帮助 返回顶部