Research Article
A Financing Model to Solve Financial Barriers for Implementing Green Building Projects
Table 3
Parameters to estimate the value of governmental guarantee.
| | Parameters | Value |
| | Underlying asset value (, million US$) | US$221.76 | | Time step (dt) | 1/2 year | | Volatility () | 25.6% | | Risk-free rate (rf) | 5.36% | | Up-step size () | 1.198 | | Down-step size () | 0.834 | | Risk-neutral probability () | 0.529 | | Striking price (, million US$) | | | Application of case | US$206.98 | | Application of case | US$207.49 | | Application of case | US$207.90 |
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