Besed on the analysis of technology and market uncertainty of R&D project, a multi-step quadranomial option pricing model is presented for valuing an ongoing R&D project.
在分析R&D项目技术和市场不确定性分布特征的基础上，提出多步骤四项式期权定价模型，用于R&D项目进展评估。
As generalizing the theory of option pricing, contingent claims analysis can Handel debt valuation, and sometime give closed form expressions.
未定权益分析作为期权定价理论的推广，广泛运用于债务估值，并能给出解析表达式。
Chapter IV is the empirical part, we obtain how scaling and long-range dependence affect option pricing by numerical analysis.
第四章是本文的实证部分，通过数值分析得出标度与长记忆性对期权定价的影响。
The traditional cash flow analysis method hardly assess the value of high tech enterprise correctly, while the option pricing theory can compensate the traditional pricing method shortage.
价值评估机制是风险投资战略联盟的重要机制，传统现金流分析法难以准确评估高新技术企业的价值，但期权定价理论却可弥补传统定价方法的不足。
The author also analysis the existing methods of assets assessment, puts forward that the option pricing method fits with the assets assessment for the venture enterprises.
本文还对现有的资产定价方法进行了分析，指出了适合风险企业资产定价的方法是期权定价方法。
The author also analysis the existing methods of assets assessment, puts forward that the option pricing method fits with the assets assessment for the venture enterprises.
本文还对现有的资产定价方法进行了分析，指出了适合风险企业资产定价的方法是期权定价方法。
应用推荐