Binomial model for assessing the value of a real option in leasing finance

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The author examines the problems that arise when assessing the value of the lessee’s real option for the right to acquire ownership of the leased asset from the lessor at the end of the lease agreement. Proposes to estimate the value of a real option in lease financing using the binomial model. Gives an example of using this model to estimate the value of a real option of a lessee.

Binomial pricing model, real option in lease financing, assessment of the value of a real option, risk of a decrease in the value of the leased asset

Короткий адрес: https://sciup.org/170207727

IDR: 170207727   |   DOI: 10.24412/2072-4098-2024-7274-26-31

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