摘要
实物期权方法是投资决策理论的一场革命。本文阐述了项目与实物期权、实物期权与不确定环境下管理的关系,对实物期权的特性和定价问题进行了探讨,指出实物期权的适用性;综述实物期权的理论与应用研究进展,并对研究现状和进一步的研究方向进行了评述与展望。
Real option is a revolution in investment decision. This paper analyzes the relation between project and real option, between real option and management under uncertainty. The character and pricing of real option are discussed and its applicability is indicated. The progress of theory and application study of real option is summarized; its actuality and future are annotated and prospected.
出处
《淮阴师范学院学报（哲学社会科学版）》
2004年第1期65-69,共5页
Journal of Huaiyin Teachers College(Social Sciences Edition)
基金
江苏省教育厅指导性计划研究项目(02SJD790033)。
关键词
实物期权
不确定性
投资决策
期权定价
real option
uncertainty
investment decision
options pricing
