统计研究 ›› 2005, Vol. 22 ›› Issue (11): 25-7.
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丁正中;曾慧
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Abstract: Abstract:The numerical computation of real option value is very important in the evaluating of venture investment. We develops a trinomial tree pricing model of the real option, proves that the equation of real option value under trinomial tree model is approximate to Black-Scholes equation.It is obvious that trinomial model is excelled than binomial tree model in precision and calculation from an example
丁正中, 曾慧. 实物期权的三叉树定价模型[J]. 统计研究, 2005, 22(11): 25-7.
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https://tjyj.stats.gov.cn/CN/Y2005/V22/I11/25
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