The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Jun. 15, 2010
Filed:
Dec. 20, 2006
Scott H. Mathews, Seattle, WA (US);
Vinay T. Datar, Mercer Island, WA (US);
Kyle M. Nakamoto, Bellevue, WA (US);
Thomas S. Richardson, Seattle, WA (US);
Scott H. Mathews, Seattle, WA (US);
Vinay T. Datar, Mercer Island, WA (US);
Kyle M. Nakamoto, Bellevue, WA (US);
Thomas S. Richardson, Seattle, WA (US);
The Boeing Company, Chicago, IL (US);
Abstract
A system, method and computer program product are provided for performing a contingent claim valuation of an early-launch option including a contingent claim exercisable at one of a plurality of decision points including one or more decision points before an expiration exercise point. The method may include determining first and second values representing payoffs attributable to exercise of a contingent claim at a selected decision point before the expiration exercise point, and at the expiration exercise point, respectively. The first and/or second values may be determined based upon respective present value distribution of contingent future value and a respective present value of an exercise price, the present values including a respective distribution and exercise price discounted according to first and second discount rates, respectively. A value of the contingent claim may then be determined based upon the first value and/or the second value.