| 风险投资决策的多阶段混合式期权定价模型及其分析 |
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| 引用本文： | 刘冬荣,李昕.风险投资决策的多阶段混合式期权定价模型及其分析[J].价值工程,2008,27(9). |
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| 作者姓名： | 刘冬荣 李昕 |
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| 作者单位： | 中南大学商学院,长沙,410083 |
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| 摘 要： | 从风险投资的投资时间多阶段性和投资决策不确定性出发,运用实物期权的二叉树模型和扩展后的三叉树模型,建立了一个符合风险投资实际的多阶段混合式期权定价模型,以期开拓对风险投资决策的新思路。
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| 关 键 词： | 复合期权 风险投资 二叉树模型 三叉树模型 |
The Multi-stage Hybrid Option Pricing Model and Analysing on Risk Investment Decision-making |
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| Liu Dongrong,Li Xin.The Multi-stage Hybrid Option Pricing Model and Analysing on Risk Investment Decision-making[J].Value Engineering,2008,27(9). |
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| Authors: | Liu Dongrong Li Xin |
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| Abstract: | In this paper,the venture capital investment and more time and investment decision-making phase of uncertainty,the use of real options binomial model and the expansion of the trigeminal tree model,the establishment of a risk investment with the actual hybrid option pricing model,with a view to development of risk investment decisions of the new ideas. |
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| Keywords: | composite option risk investment binomial model trigeminal tree model |
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