Application of Option Pricing Model in Business Evaluation for High-tech Enterprise
- https://doi.org/10.2991/mcei-16.2016.117How to use a DOI?
- Options;Business evaluation for Hi-Tech enterprise;Black-Scholes option pricing model;Volatility
This paper illuminates intrinsic value and behavior of premium option based on expounding exactly the definition of option. 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,this paper explains calculating way of dividend yield and volatility, then uses that into cases analysis and introduces valuation steps,which make option pricing method more applied, simplified and procedured.
- © 2017, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Lian Xue PY - 2016/12 DA - 2016/12 TI - Application of Option Pricing Model in Business Evaluation for High-tech Enterprise BT - Proceedings of the 2016 6th International Conference on Mechatronics, Computer and Education Informationization (MCEI 2016) PB - Atlantis Press SP - 565 EP - 568 SN - 1951-6851 UR - https://doi.org/10.2991/mcei-16.2016.117 DO - https://doi.org/10.2991/mcei-16.2016.117 ID - Xue2016/12 ER -