5Black F, Scholes M. The pricing of options and corporate liabilities [ J ]. Journal of Political Economy, 1973 ,81 (3) :637-654.
6Geske R. The valuation of compound option [ J]. Journal of Finance Economics, 1979,7:63-81.
7Vicky H, David H. A comparison of option prices under different pricing measures in a stochastic volatility model with correlation [ J ]. Review of Derivatives Research, 2005,6:5-25.
8Myers C. Financial theory and financial strategy [ J ]. Interfaces, 1984,14 : 126-137.
9Kemma A. Case studies on real option [ J ]. Financial Management, 1993,22 (3) :259-270.
10Penning H P G, Lint L J O. The option value of advanced R&D [ J ]. European Journal of Operational Research, 1997,103( 1 ) :83-94.
