The Pricing Method for Real Option with Fuzzy Multi-variable

被引：0
|
作者：
Zhu Sheng [1 ]
机构：
[1] Henan Polytech Univ, Sch Math & Informat, Keifeng 454000, Henan, Peoples R China
来源：
CALL OF PAPER PROCEEDINGS OF 2008 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING | 2008年
关键词：
Finance; Real option; Fuzzy set theory; Risk investment;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
Traditional methods pricing for real option ignored uncertainty of underlying assets and investment costs, when pricing the real option, which probably leads to a mistaken investment decision. The pricing model of the real option is made research on, when the valuation of underlying assets and investment costs are vague. It regards these uncertain elements as fuzzy number and fuzzy variant, prices the real option using fuzzy set theory with binomial model and then obtains a new real option pricing formula with fuzzy multi-variable.
引用
收藏
页码：997 / 1002
页数：6
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