Exit timing and pricing in venture capital: Real options

Zhang Chenyu*, Qi Chun, Li Xuan

*此作品的通讯作者

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

The paper examines the timing and pricing of Initial Public Offers and Trade-sales in venture capital. Based on the real options theory and the contingent claims analysis, our model derives the optimal deferring time and calculates the threshold of cash flows. Finally, numerical results show how the parameters interact to determine the exit timing and pricing.

源语言英语
主期刊名ICMSEM
主期刊副标题Proceedings of 2007 International Conference on Management Science and Engineering Management
399-402
页数4
出版状态已出版 - 2007
活动2007 International Conference on Management Science and Engineering Management - Sichuan, 中国
期限: 14 7月 200721 7月 2007

出版系列

姓名ICMSEM: Proceedings of 2007 International Conference on Management Science and Engineering Management

会议

会议2007 International Conference on Management Science and Engineering Management
国家/地区中国
Sichuan
时期14/07/0721/07/07

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