haku: @indexterm OPTION PRICES / yhteensä: 70
viite: 20 / 70
| Tekijä: | Ballwieser, W. |
| Otsikko: | Unternehmensbewertung und Optionspreistheorie |
| Lehti: | Betriebswirtschaft
2002 : MAR-APR, VOL. 62:2, p. 184-201 |
| Asiasana: | FINANCE OPTIONS OPTION PRICES ANALYTICAL REVIEW |
| Kieli: | ger |
| Tiivistelmä: | The author of the article states that corporations can be seen as real options, whose value might be added to discounted cash flow. The author also states that the option value can be gained by means of the binomial or Black-Scholes model. This article analyses the potential of option pricing for business valuation and is skeptical because of massive problems to gain sound empirical data. It is also shown that option pricing theory is no means in order to solve problems in gaining the discount rate for decision tree approaches. The paper provides a substantial list of references on this subject. |
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