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在线信息服务优先期权决策 被引量：2

Priority Option Pricing for Online Information Service
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摘要 在在线信息服务中,由于存在网络拥挤的现象,消费者有了优先享受服务的需要。本文基于网络拥挤的动态性,根据实物期权思想,提出了在线信息服务优先期权的概念,并采用动态方程建模,研究了当在线信息服务提供商提供优先服务期权的定价问题。文中推导了信息服务期权的价值、消费者最优行使期权决策和最优期权价格,这将丰富在线信息服务定价体系。 Just because of the congestion of net, customer wants to enjoy online service priority. Based on the real option theory, this paper introduces priority option and combines the priority pricing and option pricing to price the online services and deduces the value of online service option, the optimal exercise time of the service option and optimum price.
作者 张宇 唐小我
机构地区 电子科技大学管理学院
出处 《系统工程》 CSCD 北大核心 2007年第4期46-52,共7页 Systems Engineering
基金 教育部科学技术研究重点项目(105149) 高等学校博士学科点专项科研基金资助项目(20030614011)
关键词 在线信息服务 网络拥挤 优先定价 期权定价 Online Information Service Congestion of Net Priority Pricing Option Pricing
分类号 F49 [经济管理—产业经济]
  • 相关文献

参考文献8

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二级参考文献19

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共引文献10

同被引文献17

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  • 4ANTONIOS PRINTEZIS, APOSTOLOS BURNETAS. Pri- ority option pricing in an M/M/m queue [J]. Operations Re search Letters,2008,36:700- 704.
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  • 7Dewan S,Mendelson H. User delay costs and internal pricing for a service facility[J].{H}Management Science,1990,(12):1502-1517.
  • 8{H}Rao S,Petersen E. Optimal pricing of priority services[J].{H}Operations Research,1998,(1):46-56.
  • 9Antonios Printezis,Apostolos Burnetas. Priority option pricingin an M/M/m queue[J].Operations Research Letters,2008.700-704.
  • 10{H}Cheng Jun,Zhu Songping,Liao Shijun. An explicit series approximation to the optimal exercise boundary of Americanput options[J].{H}Communications in Nonlinear Science and Numerical Simulation,2010,(5):1148-1158.

引证文献2

系统工程
2007年 第4期

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