Research Article

The Credit Asset of Enterprise Accounts Receivable Pricing Model

Table 13

Parameters of risk after adjustment.

ParametersThe optimal results before and after adjustment
The first sum of accounts receivableThe second sum of accounts receivable

Delta 0 → 00.5697 → 0
Gamma 0.0366 → 00.0359 → 0
Theta 0.0696 → 00.5696 → 0
Vega 0.0730 → 00.1384 → 0
Rho 0 → 00 → 0
15.3075 → 15.3075(8.0573, 8.2190) → 9.3441