Real option valuation using Weibull distribution: a new framework for depreciation risk management

This study aims to develop an accurate option pricing model for car leases by introducing a put option valuation framework based on the Weibull distribution. Traditional models typically assume asset values follow a lognormal distribution, failing to capture the left-skewed nature and bounded dynami...

Ausführliche Beschreibung

Bibliografische Detailangaben

1. Verfasser:	Seok Bin Ko
Format:	Artigo
Sprache:	Inglês
Veröffentlicht:	Emerald Publishing 2025-05-01
Schriftenreihe:	Seonmul yeongu
Schlagworte:	Car leases Real option valuation Put option formula Weibull distribution Left-skewed distribution
Online-Zugang:	https://www.emerald.com/insight/content/doi/10.1108/JDQS-10-2024-0041/full/pdf
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