风险投资决策的多阶段混合式期权定价模型及其分析  

The Multi-stage Hybrid Option Pricing Model and Analysing on Risk Investment Decision-making

作　　者：刘冬荣[1] 李昕[1] 

机构地区：[1]中南大学商学院,长沙410083

出　　处：《价值工程》2008年第9期153-156,共4页Value Engineering

摘　　要：从风险投资的投资时间多阶段性和投资决策不确定性出发,运用实物期权的二叉树模型和扩展后的三叉树模型,建立了一个符合风险投资实际的多阶段混合式期权定价模型,以期开拓对风险投资决策的新思路。In this paper, the venture capital investment find more time and investment decision-making phase of uncertainty, the use of real options binomial model and the expansion of the trigeminal tree model, the establishment of a risk investment with the actual hybrid option pricing model, with a view to development of risk investment decisions of the new ideas.

关 键 词：复合期权 风险投资 二叉树模型 三叉树模型 

分 类 号：F069.9[经济管理—政治经济学] O141.4[理学—数学]