运用期权理论估算软件成本偶然性

International Conference on Information Technology: Coding and Computing (ITCC'05) - Volume II Pub Date : 2005-04-04 DOI:10.1109/ITCC.2005.147

Said Boukendour

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引用次数: 4

摘要

本文的目的是在不考虑个体效用函数和风险规避的情况下估计项目成本偶然性。考虑到项目类似于卖空，期权定价理论用于将或有风险作为风险溢价进行估值，如果项目是交易证券，市场将要求风险溢价。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Estimating software cost contingency using options theory

This paper aims to estimate the project cost contingency regardless the individual utility function and risk aversion. Considering a project alike a short selling, the option pricing theory is used to value the contingency as a risk premium that would be required by the market if the project was a traded security.

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来源期刊

International Conference on Information Technology: Coding and Computing (ITCC'05) - Volume II

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