RealOption相关论文
MRCR could be regarded as a multi-stage compounding real option, based on option theory, assuming the convenience yield ......
The authors looked upon it as real options and applied the VaR(Value at Risk) method to the evaluation of its risk value......
Since mining rights of coal resources(for short MRCR) could be regarded as amulti-stage compound real option, the evalua......
The exit of venture capital include the selection and exit time.This paper introduces the idea of the welfare economics ......
标准的“等等——看看”实物期权理论认识到了商业行为灵活性的重要性,但忽略了管理者的管理控制能力.本文建立了在存在管理控制以......
This paper deals with the evaluation of sales/purchase originated risks in B2B transactions using real option approaches......
Demolition with reconstruction is an important issue in many cities with high population density and limited space.Demol......
随着债券市场的发展,新的债券投资品种不断涌现.债券及债务本身在偿债顺序上的特殊性要求利益各方必须对信用风险作出评价.不同性......
本文考虑一家企业可以在价格不确定的情况下采取一次性单阶段或灵活的分阶段方式投资于一个项目,并且对投资时机和项目规模都具有......
如何对“失败”项目进行激励是一个难题。本文论述了基于实物期权价值对“失败”研发项目实现有效激励的一种思路。这种方法把企业......
本文基于实物期权理论,针对研发项目阶段性特点,结合博弈论的思想,分析了多个研发项目组成的投资状态组合,构建了研发项目动态选择......
本文结合实物期权的特点,提出了基于信息熵理论的实物期权定价模型,它根据历史信息和投资者的经验估计期权价格,避免了传统期权定......
本文在探讨风险投资决策期权特性的基础上,利用实物期权的定价模型度量了相对于单阶段投资的多阶段投资策略所能带来的价值,并针对......