基于巴黎期权的植物品种权证券化定价研究

Research on the Pricing of Plant Species Right Securitization Based on the Paris Option

植物品种权属于知识产权的范畴,是工业产权的一种类型。为了解决植物品种权证券化定价问题,以植物品种权证券化为研究对象,采用了具有巴黎期权性质的证券化产品定价模型刻画植物品种权证券化的独特性,通过数值仿真和灵敏度分析验证定价模型的合理性和有效性。研究表明,该方法具有较好可行性和适用性,可以为知识产权证券化的定价提供一种新思路。

Plant variety right belongs to the category of intellectual property right,it is a kind of industrial property right.Based on the CPVR securities as the research object,in order to solve the problem of the CPVR securitization pricing,adopted the securitized products with characteristics of Paris option pricing model depicting the uniqueness of the CPVR securitization,through numerical simulation and sensitivity analysis to verify the rationality and validity of the pricing model.The research shows that this method has good feasibility and applicability,and provides a new idea for the pricing of intellectual property securitization.