Proceedings of the 2016 6th International Conference on Mechatronics, Computer and Education Informationization (MCEI 2016)

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Application of Option Pricing Model in Business Evaluation for High-tech Enterprise

Authors
Lian Xue
Corresponding Author
Lian Xue
Available Online December 2016.
DOI
10.2991/mcei-16.2016.117How to use a DOI?
Keywords
Options;Business evaluation for Hi-Tech enterprise;Black-Scholes option pricing model;Volatility
Abstract

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.

Copyright
© 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/).

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Volume Title
Proceedings of the 2016 6th International Conference on Mechatronics, Computer and Education Informationization (MCEI 2016)
Series
Advances in Intelligent Systems Research
Publication Date
December 2016
ISBN
10.2991/mcei-16.2016.117
ISSN
1951-6851
DOI
10.2991/mcei-16.2016.117How to use a DOI?
Copyright
© 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

risenwbib
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  - 10.2991/mcei-16.2016.117
ID  - Xue2016/12
ER  -