| 基于期权方法的动态租赁决策 |
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| 引用本文： | 郑明川. 基于期权方法的动态租赁决策[J]. 统计研究, 2003, 20(1): 60-3 |
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| 作者姓名： | 郑明川 |
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| 作者单位： | 浙江大学管理学院财务与会计研究所 |
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| 基金项目： | 国家自然科学基金(批准号70072027)，浙江省自然科学基金(批准号700012)。 |
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| 摘 要： | Many researches concentrated on the analysis of leasing decisions, which afford no flexibility to adjust the term of the leasing during its life. Since these analyses are based on Discounted Cash Flow, it is inadequate for valuing the various options written into many leasing contracts. In this paper, a leasing decision with several real options was analyzed. An option-based numerical analysis is used here with an exampite to value such. discrete-time type of real options.
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| 关 键 词： | 租赁决策 实物期权 价值评估 |
Dynamic Renting Decision Based on Option Method |
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| Abstract: | Many researches concentrated on the analysis of leasing decisions, which afford no flexibility to adjust the term of the leasing during its life. Since these analyses are based on Discounted Cash Flow, it is inadequate for valuing the various options written into many leasing contracts. In this paper, a leasing decision with several real options was analyzed. An option-based numerical analysis is used here with an exampite to value such. discrete-time type of real options. |
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