The Modification of Black-Scholes Option Pricing Model Applied in Business Evaluation for High-tech Enterprise

被引：0

作者：

Zhao, DanJie ^{[1
]}

Xue, Lian ^{[1
]}

Wu, MingHui ^{[1
]}

机构：

[1] Zhejiang Univ City Coll, Sch Comp & Comp Sci, Huzhou St 51, Hangzhou 310015, Zhejiang, Peoples R China

来源：

CEIS 2011 | 2011年 / 15卷

关键词：

Options; Business Evaluation for Hi-Tech Enterprise; Blaek-Seholes Option Pricing Model; Dividend; Volatility;

D O I：

10.1016/j.proeng.2011.08.710

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Based on expounding exactly the definition of options, to illuminate its intrinsic value and behavior of premium. To modify the model fit for long-term option and short-term option with variables as Expiration date and dividend-paying policy by numbers of empirical studies , explain calculating way of dividend yield and volatility , Then it uses that into cases analysis and introduce valuation steps , which make option pricing method more applied, simplified and procedured. (C) 2011 Published by Elsevier Ltd. Selection and/or peer-review under responsibility of [CEIS 2011]

引用

页数：5