1Lin, W. T. Computing a multivariate normal integral for valuing compound real options [J]. Review of Quantitative Finance and Accounting,2002,18(2): 185-209.
2Kwok, Y. K. Mathematical models of financial derivatives [M].Springer, 1998,77: 212-224.
3Geske, R. The valuation of corporate liabilities as compound options[J]. Journal of Financial an Quantitative Analysis, 1977, 12,Novermber: 541-552.
4Geske, R. The valuation of compound options[J]. Journal of Financial Economics, 1979,7(1):63-81.
5Lee, J., and Paxson, D. A. Valuation of R&D real American sequential exchange options[J], R&D Management 2001,31: 191-201.
6Sylvia,P., and Trigeogis, L. Multi-stage real options: the cases of information technology infrasturcture and international bank expansion[J]. The Quarterly Review of Economics and Finance, 1998, 38,Special issue: 675-692.
7Geske, R., and Johnson, H. E. The American put option valued analytically[J]. Journal of Finance, 1984,39: 1511-1524.
8Paris,F. M. A compound option model to value moral hazard [J].Journal of Derivatives,2001,9:53-61.
9Decamps, J., and Faure-Grimaud, A. Excessive continuation and dynamic agency costs of debt [J]. European Economic Review, 2002,46: 1623-1644.
10Dixit, A. K., Pindyck, R. $. Investment under Uncertainty [M].Princeton: Princeton University Press, 1994: 93-132,135-136.
