统计研究 ›› 2005, Vol. 22 ›› Issue (11): 25-7.

• 论文 • 上一篇    下一篇

实物期权的三叉树定价模型

丁正中;曾慧   

  1. 浙江工商大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2005-11-15 发布日期:2005-11-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2005-11-15 Published:2005-11-15

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