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基于期权博弈的技术创新投资的定量分析 被引量:6

Quantitative analysis on technology innovation investment value based on option-game theory
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摘要 本文基于期权博弈的框架,回顾了技术创新投资及其评估的研究,在技术创新项目投资作理论模型分析的基础上,对技术创新投资的期权博弈研究作了定量分析,并提出了进一步研究的方向。 This paper reviews researches on technology innovation investment by examining it within option - game framework. Basing on analyzing the model of technology innovation investments, it quantifies the study on the option value of technology innovation investments ,and finally points out further research direction.
出处 《科研管理》 CSSCI 北大核心 2006年第5期23-29,共7页 Science Research Management
基金 国家自然科学基金资助项目(70371030) 基金项目名称:微分对策在经济管理中的应用研究.时间:2004-2006
关键词 技术创新 实物期权 定量分析 technology innovation real option quantitative analysis
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参考文献19

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