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复合实物期权分类及其定价 被引量:2

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摘要 实物期权的构成和相互价值作用关系极其复杂,现有的复合实物期权模型不足以描述这种相互关系。针对这一问题,文章对复合实物期权进行新的分类,并对其组成要素之间的关系和定价进行了研究。
作者 段世霞
出处 《统计与决策》 CSSCI 北大核心 2012年第9期156-157,共2页 Statistics & Decision
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参考文献6

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同被引文献18

  • 1席雅峰,姚云琦.基于实物期权的亏损企业股权价值评估方法[J].工业技术经济,2005,24(7):51-52. 被引量:1
  • 2杨屹,郭明靓,扈文秀.基于期权博弈的基础设施BOT项目二阶段特许权期决策模型[J].中国软科学,2007(6):81-85. 被引量:18
  • 3刘巍,张雪平.实物期权在BOT水电项目投资中的应用[J].技术经济,2007,26(12):74-77. 被引量:8
  • 4Myers.S.C.Determinant of corporate borrowing[J].Journal of Finacial Economics,1977,5(1):31-43.
  • 5胡愈,许红莲,岳意.基于成长期权的企业并购价值评估方法[J].系统工程,2008,6(24):201-210.
  • 6CHEAH C Y , LIU J. 2006. Valuing governmental supportin infrastructure projects as real options using MonteCarlo simulation[ J]. Construction Management and Eco-nomics, 24( 5) :545 -554.
  • 7GARVIN M J,FORD D N. 2012. Real options in infra-structure projects: theory,practice and prospects [ J].Engineering project oi^anization journal,2(1 - 2 ):97 -108.
  • 8GARVIN M J. 2005. Real options analysis : can it improveinfrastructure development decisions? [ C ]// Construc-tion Research Congress, 1 - 12.
  • 9HUANG Y L,CHOU S P. 2006. Valuation of the minimumrevenue guarantee and the option to abandon in BOT in-frastructure projects [ J]. Construction Management andEconomics,24(4) :379 -389.
  • 10MYERS S C. 1977. Determinants of corporate borrowing[J]. Journal of financial economics, 5(2) : 147 - 175.

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