The Sequential Compound Options: Valuation, Analysis, Computation and Applications
博士 === 國立交通大學 === 資訊管理研究所 === 95 === This paper proposes the sequential compound options (SCOs), their generalized pricing formula and sensitivity analysis under the necessity from project valuation. Traditional methods for project valuation ignoring complicated projects' intrinsic properties,...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33249937991914746583 |