首页|The Pricing Method of Venture Investment Project: Based on the Infinite Deferring Real Option

The Pricing Method of Venture Investment Project: Based on the Infinite Deferring Real Option

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Based on the traditional NPV-method, this paper introduces the infinite deferring real option and establishes its pricing model。 According to this model, the optimal exercise point of venture investment project could be calculated, which makes the decision-making become more scientific and reasonable。

venture investment projectinfinite deferring real optionoptimal exercise pointno-arbitrary principle

ZENG Hui

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School of Statistics and Mathematics, Zhejiang Gong Shang University, P.R.China, 310018

International institute of statistics and management engineering symposium

Weihai(CN)

Statistic application in macroeconomy and industry sectors.

p.465-470

2010