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...
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Emerald Publishing
2025-05-01
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| Serija: | Seonmul yeongu |
| Teme: | |
| Online dostop: | https://www.emerald.com/insight/content/doi/10.1108/JDQS-10-2024-0041/full/pdf |
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