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International Journal of Frontiers in Sociology, 2020, 2(9); doi: 10.25236/IJFS.2020.020923.

Numerical Simulation of Option Pricing Model in the Evaluation of High-Tech Enterprise

Author(s)

Lian Xue

Corresponding Author:
Lian Xue
Affiliation(s)

School of Computer and Computing Science, Zhejiang University City College, Hangzhou 310015, Zhejiang, China

Abstract

The High-tech enterprise has much difference with traditional enterprise, it’s value consists of uncertain assets and certain assets, and the uncertain assets mostly use the Option pricing model. This passage considered paying dividends on the basis of evaluating Real option pricing model with Patent value, Thus gain the pricing model for paying dividends and regular payment of dividends pricing model, and then according to the actual situation, combined with the thoughts of Monte Carlo Method, we’ll use regular payment of dividends pricing model to simulate the value evaluation of high and new technology.

Keywords

High-tech Enterprise; Monte Carlo Method; Paying Dividends; Real Option; Uncertainty of Assets

Cite This Paper

Lian Xue. Numerical Simulation of Option Pricing Model in the Evaluation of High-Tech Enterprise. International Journal of Frontiers in Sociology (2020), Vol. 2, Issue 9: 166-171. https://doi.org/10.25236/IJFS.2020.020923.

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