Pricing of point-to-point bandwidth contracts

被引：0
|
作者：
Jussi Keppo
机构：
[1] University of Michigan,Department of Industrial and Operations Engineering
来源：
Mathematical Methods of Operations Research | 2005年 / 61卷
关键词：
Bandwidth; Network; Leasing contract; Option pricing; Real option;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper we consider the pricing of point-to-point bandwidth leasing contracts and options. The underlying asset of these contracts is a point-to-point telecommunications connection. Due to the network structure the network capacity prices depend nonlinearly on each other. A leasing contract on a point-to-point connection can be seen as an option because the seller of the connection selects the cheapest path between the points. Therefore, a bandwidth option is a compound option.
引用
收藏
页码：191 / 218
页数：27
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