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信息服务优先期权定价模型与实证分析
引用本文:刘德志,王燕,杨桂元.信息服务优先期权定价模型与实证分析[J].科技和产业,2013(1):5-10.
作者姓名:刘德志  王燕  杨桂元
作者单位:安徽财经大学数量经济研究所
基金项目:教育部人文社科青年科研项目(10YJC630143);安徽省自然科学研究项目(1208085QG131)
摘    要:基于所建立的信息服务优先期权定价模型、实物期权定价模型、完善的二叉树模型和完善的Black-Scholes模型,利用样本数据对图书馆信息服务进行了定价研究。结果表明:当基本的下载服务费为3元、服务周期为一年时,四个期权定价模型均表明消费者只需要额外支付约0.2—0.3元即可购买优先期权直接享受下载服务,同时也验证了信息服务优先期权定价模型的有效性。

关 键 词:服务优先期权定价模型  实物期权定价模型  二叉树模型  Black-Scholes模型

The Empirical Stugy on Priority Option Pricing of Information Service
LIU De-zhi,WANG Yan,YANG Gui-yuan.The Empirical Stugy on Priority Option Pricing of Information Service[J].SCIENCE TECHNOLOGY AND INDUSTRIAL,2013(1):5-10.
Authors:LIU De-zhi  WANG Yan  YANG Gui-yuan
Institution:(Institute of Quantitative Economics,Anhui University of Finance and Economics,Bengbu Anhui 233030,China)
Abstract:This paper studies the option pricing of information services for library, based on the sample data and established information services priority option pricing model, real option pricing model, complete binary tree model and the complete black-scholes model .The results showed that: when the basic download service charges three yuan and with one year service period, the four option pricing models all show that consumers only need to pay an additional fee about 0.2-0.3 yuan, then Priority options can be purchased to enjoy the download service directly, which also verifies the effectiveness of information services priority option pricing model.
Keywords:service priority option pricing model  real option pricing model  binary tree model  Black-Scholes model
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