A Study on the Optimal Venture Capital Investment and Disinvestment Models with Game Options
碩士 === 銘傳大學 === 管理科學研究所 === 92 === This thesis aims to apply game options to the strategic valuation of venture capital companies which invest start-up. The reaction function in proportion of the profit follows “Geometry-Poisson” jump-diffusion process, and the model would be divided into...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/qjgc95 |