| 实物期权方法在房地产开发中的应用——用B-S模型计算等待期权的价值 |
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| 引用本文： | 项盛辉,何芳. 实物期权方法在房地产开发中的应用——用B-S模型计算等待期权的价值[J]. 建筑管理现代化, 2002, 38(2): 43-46 |
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| 作者姓名： | 项盛辉 何芳 |
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| 作者单位： | 同济大学经济与管理学院;同济大学经济与管理学院 |
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| 摘 要： | 实物期权作为一种指导投资决策的思维方法,在国外发展的较为成熟,尤其是用于资源开发型企业,本对如何将这种方法应用于房地产开发企业做一简单的介绍,在介绍实物期权的概念后先后从定性和定量的角度说明这个方法的应用。
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| 关 键 词： | 实物期权B-S模型 几何布朗运动 |
The application of real option in real estate development |
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| Xiang Shenghui He Fang. The application of real option in real estate development[J]. Construction Management Modernization, 2002, 38(2): 43-46 |
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| Authors: | Xiang Shenghui He Fang |
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| Abstract: | As an idea of guiding investment decision, real option theory has been relative mature, especially when it is used in resource development enterprise. This paper simply introduces how to apply this theory into real estate enterprise. After introduction of the concept of real option, this paper explains its application from the qualitative and quantitative angle of view. The application of real option in real estate development Xiang Shenghui He Fang (Economics and Management School, Tongji Univ.) Abstract: As an idea of guiding investment decision, real option theory has been relative mature, especially when it is used in resource development enterprise. This paper simply introduces how to apply this theory into real estate enterprise. After introduction of the concept of real option, this paper explains its application from the qualitative and quantitative angle of view. |
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| Keywords: | B-S model for real option Geometric Brown Motion |
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