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حسابداری و مالی::
قیمت اعمال
The right was offered at a predetermined price, called the exercise price,
was seen to be a function of the present value of the underlying security, S0, the standard deviation of the annual rate of return of the underlying security, os, the exercise price, X, the time to maturity, T, and the (nonstochastic) risk-free rate, ry.
The exercise price was the normal rental price, and the maturity was
It may seem a little strange at first,especially if you are used to the language of financial options, but soon you will recognize that the exercise price of a real option is usually the investment that is required, and the underlying risky asset is the present value of the project itself but without flexibility.
Furthermore,Black-Scholes assumes a constant exercise price and that the option is a simple option-not an option on an option.
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