煤矿企业矿业权延迟期权定价模型的推广

Mining Coal Mining Enterprises to Promote Delay Option Pricing Model

对我国的矿业权延迟期权定价模型进行了改进,提出了当波动率为一次函数时,新的延迟期权定价模型,并通过实例对其进行了验证,实践证明改进后的模型计算出的数据更准确.

Delay on China＇s mining right option pricing model has been improved in the paper and it,proposes a new deferred option pricing model when the volatility is a function and validates them by example. Practice has proved that the data calculated with the improved model more accurate.