| 基于实物期权的投资机会价值评价方法 |
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| 引用本文： | 张杰,侯为波.基于实物期权的投资机会价值评价方法[J].淮北煤炭师范学院学报(自然科学版),2007,28(2):23-25. |
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| 作者姓名： | 张杰 侯为波 |
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| 作者单位： | 淮北煤炭师范学院数学系,安徽,淮北,235000 |
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| 摘 要： | 根据实物期权的方法,给出了一个投资时限为有限的投资机会的价值评价模型,利用数值分析方法计算了投资机会价值并进行相关讨论.
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| 关 键 词： | 投资机会的价值 实物期权 投资时限 |
| 文章编号： | 1672-7177（2007）02-0023-03 |
| 收稿时间： | 2006-11-10 |
| 修稿时间： | 2006-11-10 |
Pricing Method of Value of Investment Opportunity Based on Real Options |
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| ZHANG Jie,HOU Wei-bo.Pricing Method of Value of Investment Opportunity Based on Real Options[J].Journal of Huaibei Coal Industry Teachers College(Natural Science edition),2007,28(2):23-25. |
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| Authors: | ZHANG Jie HOU Wei-bo |
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| Institution: | Department of Mathemntics, Huaibei Coal Industry Teachers College, 235000, Huaibei, Anhui, China |
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| Abstract: | With real options/ideas, we obtained pricing method of value of investment opportunity which have limited investing time. We calculated value of investment opportunity and the influence of limited investing time on value of investment opportunity was discussed. |
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| Keywords: | value of investment opportunity real options limited investing time |
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