【摘要】 借助随机动态规划方法建立了多阶段平行复合实物期权的定价模型,对平行复合实物期权的定价模型进行了探讨,进而对含有平行复合实物期权的投资项目价值进行评价得出:随机动态规划方法是对以一个投资项目为标的资产的平行复合实物期权进行定价的有效工具.更多还原

【Abstract】 At present,the research on the pricing of compound real options is mainly limited to casual compound ones.The papers about the pricing of parallel compound real options are very few.The main contribution of this paper is to have put forward a pricing model about the parallel compound real options and to have appraised the value of a investment project with parallel compound real options.更多还原