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The valuation of china venture capital guiding fund policy based on options model

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3 Author(s)
Kui Hu ; Peking Univ., Beijing ; Zhi Tang ; Xun Liang

In this paper, we analyze the China venture capital guiding fund policy based on options model. Options theory determines the present value of a future uncertainty interest. Following this principle, we propose the methods to valuate the policy with both Monte Carlo simulation and numerical analysis technique on Black-Scholes method. Our work is a remarkable step towards the quantitative analysis of public policies using options theory.

Published in:

Systems, Man and Cybernetics, 2007. ISIC. IEEE International Conference on

Date of Conference:

7-10 Oct. 2007