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題名:應用實質選擇權於工業區優惠投資專案之研究
書刊名:東海管理評論
作者:柯俊禎 引用關係賴國樑林左裕 引用關係
作者(外文):Ko, James J. C.Lai, Kuo-liangLin, Tsoyu Calvin
出版日期:2010
卷期:11:1
頁次:頁1-33
主題關鍵詞:二項式評價法支付率實值選擇權風險中立下的機率Binomial valuationPayout rateReal optionRisk-neutral probability
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:15
  • 點閱點閱:109
期刊論文
1.林左裕、曾建智(20020800)。購租屋決策分析--實質選擇權的應用。住宅學報,11(2),79-100。new window  延伸查詢new window
2.McDonald, R.、Siegel, D.(1986)。The Value of Waiting to Invest。Quarterly Journal of Economics,37,707-727。  new window
3.Myers, S.、Majd, S.(1991)。Abandonment Value and Project Life。Advances in Futures and Options Research,4,1-21。  new window
4.Kelly, Simone(1998)。A Binomial Lattice Approach for Valuing a Mining Property IPO。The Quarterly Review of Economics and Finance,38(3),693-709。  new window
5.Trgeorgis, L.(1991)。A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investment。Journal of Financial and Quantitative Analysis,26,309-325。  new window
6.Trgeorgis, L.(1993)。Real Options and Investments with Financial Flexibility。Financial Management,22(3),202-224。  new window
7.Trigeorgis, L.(1993)。The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options。Journal of Financial and Quantitative Analysis,28(1),1-20。  new window
8.Titman, Sheridan(1985)。Urban land prices under uncertainty。The American Economic Review,75(3),505-514。  new window
9.Trigeorgis, L.、Mason, S. P.(1987)。Valuing Managerial Flexibility。Midland Corporate Finance Journal,5(1),14-21。  new window
10.Boyle, P. P.(1977)。Option: A Monte Carlo approach。Journal of Financial Economics,4(3),323-338。  new window
11.王雍智、Kulatilaka, Nalin(19961000)。A Real Option Framework for Evaluating Infrastructure Investments。中國財務學刊,4(2),1-19。new window  new window
12.Myers, Stewart C.(1977)。Determinants of Corporate Borrowing。Journal of Financial Economics,5(2),147-175。  new window
13.張大成、賴景昌(20000900)。BOT放棄價值的評估--以臺灣高速鐵路為例。管理學報,17(3),441-460。new window  延伸查詢new window
14.Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics,7(3),229-263。  new window
15.Shastri, Kuldeep、Geske, Robert(1985)。Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques。Journal of Financial and Quantitative Analysis,20,45-71。  new window
16.Dixit, A. K.、Pindyck, R. S.(1995)。The Options Approach to Capital Investment。Harvard Business Review,73(3),105-115。  new window
17.Luehrman, T. A.(1998)。Investment Opportunities as Real Options: Getting Started on the Numbers。Harvard Business Review,76(4),102-116。  new window
18.Capozza, D.、Li, Yu-Ming(1994)。The Intensity and Timing of Investment: The Case of Land。The American Economic Review,84(4),889-904。  new window
19.Pindyck, R. S.(1991)。Irreversibility, Uncertainty, and Investment。Journal of Economic Literature,29,1110-1148。  new window
20.Quigg, L.(1993)。Empirical Testing of Real Option-pricing Models。The Journal of Finance,48(2),621-640。  new window
圖書
1.Cootner, P. H.(1964)。The Random Character of Stock Market Prices。Cambridge, MA:M.I.T. Press。  new window
2.Copeland, T.、Antikarov, V.(2001)。Real Options: A Practitioner's Guide。New York, NY:TECERE LLC, Inc.。  new window
3.Dixit, Avinash K.、Pindyck, Robert S.(1994)。Investment Under Uncertainty。Princeton University Press。  new window
 
 
 
 
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