| 基于二叉树模型的选择期权案例分析 |
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| 引用本文： | 董梁,孙萍萍.基于二叉树模型的选择期权案例分析[J].价值工程,2009,28(11):143-145. |
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| 作者姓名： | 董梁 孙萍萍 |
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| 作者单位： | 江苏科技大学经济管理学院,镇江,212003 |
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| 摘 要： | 在过去的20年中,许多学者开始应用期权定价方法去估计实物资产价值,并在此基础上对公司的最优投资决策进行了大量研究。本文用实例说明怎样用二叉树方法对投资的选择期权进行估价。
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| 关 键 词： | 实物期权 风险投资 决策 期权定价 |
The Case Analysing of Choosing Option Based on Binominal Lattice Approach |
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| Dong Liang; Sun Pingping.The Case Analysing of Choosing Option Based on Binominal Lattice Approach[J].Value Engineering,2009,28(11):143-145. |
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| Authors: | Dong Liang; Sun Pingping |
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| Institution: | Dong Liang; Sun Pingping(School of Economics and Management,Jiangsu University of Science and Technology,Zhenjiang 212003. China) |
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| Abstract: | The recent 2 decades have witnessed an emerging research that applied option methods to evaluate claims on real assets, Previous research has applied option pricing to the optimal investment timing decision for the firm.This paper demonstrates how to derive the value of the investment of choosing option via binomial lattice and offer price. |
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| Keywords: | real option binomial lattice option pricing decision |
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