Multi-stage Compound Real Option 多期复合实物期权
The valuation of multi-stage compound option and path-dependent option is the important problem in current financial engineering research.
多期复合期权与路径相关期权的定价问题是当今金融工程研究的热点。
参考来源 - 复合期权与路径相关期权定价理论模型、数值模拟及应用研究·2,447,543篇论文数据，部分数据来源于NoteExpress
The valuation of multi-stage compound option and path-dependent option is the important problem in current financial engineering research.
多期复合期权与路径相关期权的定价问题是当今金融工程研究的热点。
This paper proposes the variable volatilities multi-stage compound real option model and gives its application on venture capital investment valuation;
文中提出了变波动率多期复合实物期权模型，并将该模型应用于风险投资项目评价；
应用推荐