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      real option
相关语句
  相似匹配句对
     Framework For Real Option Decision
     实际选择权决策框架
短句来源
     Real Option Analysis and Valuation
     实物期权的分析与估值
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     To be and to be real
     实在与真实
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  real option
Since these mechanisms generally apply to investment cases where an aggregation of microeconomic real option effects under uncertainty is relevant, they may be of a general interest.
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This is mainly because the underlying of real option is a non-traded asset, which brings dividend-like yield into the formula of compound real options.
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It is also found that the real option decreases with interest rate, not necessarily positively correlated with volatility σ, a result different from that anticipated under financial option theory.
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We extend the Geske (1979) model to a multivariate normal integral for the valuation of a compound real option.
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This paper examines the sub-game equilibrium strategies for a duopoly real option model consisting of two firms with asymmetric demand functions.
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         The traditional model for valuation of investment project does not take the flexibility of enterprises rooms of strategic adjustment in dealing with uncertainty. In this paper option pricing analysis theory is introduced into the area of real investment. The real option is classified, and both concrete and continuous models of option pricing theory is used for real option valuation.
            企业往往针对不确定性因素采取灵活性经营策略 ,传统的估值模型不能准确估计投资项目中的这些灵活性策略。将期权定价理论引入实物投资领域 ,介绍了实物期权的基本分类 ,并使用离散模型和连续模型对实物期权进行估值
文摘来源
         Using decision tree and binomial model that is based on risk-free arbitrage principle,we propose real option method valuing R&D project.
            本文以二叉树无风险套利定价模型与决策树为基础 ,建立评价R&D项目的实物期权方法。
文摘来源
         The real option method in the project investment is a hot point problem in the research of current financial economics. Based on absorption of foreign research achievements, this paper mainly analyses the features of three kinds of real options in project investments, and also, introduces the binomial pricing method. Through the inference analysis, this paper also offers a general approach to solve the problems of the kinds whereby providing the decision taking base and foundation ...
            项目投资中的真实期权 (real option)方法是目前金融经济学研究的热点问题。在吸收国外研究成果的基础上 ,着重分析了项目投资中的三种真实期权的特征 ,引入具有普遍适用性的二项式定价法 ,通过推导分析 ,给出了解决这类问题的一般途径 ,为解决项目投资过程中实际期权问题提供了决策依据和基础。
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