| 实物期权定量分析及投资决策应用 |
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| 引用本文： | 黎国华,黎凯. 实物期权定量分析及投资决策应用[J]. 中国软科学, 2003, 3(2): 143-145 |
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| 作者姓名： | 黎国华 黎凯 |
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| 作者单位： | 江西财经大学会计学院,江西,南昌,330013 |
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| 摘 要： | 在项目投资中,不确定性对项目投资评价、决策起了决定性的作用。本文运用实物期权原理分析了不确定性对项目投资评价和决策的影响,通过风险中性概率方法将这些影响予以定量化,并进一步对实际投资行为作出了解释。
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| 关 键 词： | 不确定性 实物期权 风险中性概率方法 投资决策 |
| 文章编号： | 1002-9753(2003)02-0143-03 |
| 修稿时间： | 2002-05-08 |
The Quantitative Analysis and Investment Decision- making Application of Real Options |
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| LI Guo-hu,LI Kai. The Quantitative Analysis and Investment Decision- making Application of Real Options[J]. China Soft Science, 2003, 3(2): 143-145 |
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| Authors: | LI Guo-hu LI Kai |
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| Abstract: | In project investment,uncertainty plays essential roles in the valuation and investment decision-making. This paper applies the principle of real options to analyzing the influence of uncertainty upon the valuation and decision-making of project investment,quantifies the influence by means of risk-neutral probability approach and offers further explanations to current investment behavior. |
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| Keywords: | uncertainty real options the risk-neutral probability approach investment decision-making |
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