期刊文献+

基于风险管理的软件开发过程模型及其复合实物期权分析 被引量:7

Software Process Model Based on Risk Management and its Real Options Analysis
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摘要 本文在螺旋模型的基础上提出了集成风险管理的软件项目开发过程模型,并运用实物期权理论框架解释和证明了该过程模型的优势。使用变波动率多期复合实物期权模型量化了螺旋开发过程模型中决策灵活性的价值,敏感性分析的结果表明,螺旋模型在风险水平越高的情况下价值越为明显。此外,变波动率复合实物期权的引入很好地刻画了螺旋模型风险驱动的特征,从而为软件项目开发过程中的动态序列决策提供了参考依据。 In this paper,a risk-driven software process model is created by integrating risk management into spiral process model.We adopt the time dependent volatilities compound real options model to describe the multiple phase structure and quantify the value of decision flexibility of this model.It is found that the spiral model excel other process model in uncertainty environment.The approach we present can help to understand and justify the spiral process in software project development.Besides,it is able to describe well the evolution of risk in the life cycle,and to provide references for the dynamic sequential decisions in different phases.
出处 《管理工程学报》 CSSCI 北大核心 2010年第2期61-67,共7页 Journal of Industrial Engineering and Engineering Management
基金 国家自然科学基金资助项目(70801031 70971124) 国家自然科学重点基金资助项目(70731001) 教育部人文社科基金资助项目(07JC630044) 中国博士后科学基金资助项目(20080440137 200902429)
关键词 软件开发过程模型 风险管理 实物期权 software process model risk management real options
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参考文献17

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共引文献9

同被引文献128

  • 1田季员,安实,张少军,于木林.基于投资跳扩散的研发项目投资决策研究[J].中国管理科学,2008,16(S1):283-286. 被引量:2
  • 2梁建英,李垣,廖貅武.信号成本与服务外包供应商信号传递关系的博弈模型[J].中国管理科学,2007,15(1):99-105. 被引量:26
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