摘要
项目投资中的真实期权 (real option)方法是目前金融经济学研究的热点问题。在吸收国外研究成果的基础上 ,着重分析了项目投资中的三种真实期权的特征 ,引入具有普遍适用性的二项式定价法 ,通过推导分析 ,给出了解决这类问题的一般途径 ,为解决项目投资过程中实际期权问题提供了决策依据和基础。
The real option method in the project investment is a hot point problem in the research of current financial economics. Based on absorption of foreign research achievements, this paper mainly analyses the features of three kinds of real options in project investments, and also, introduces the binomial pricing method. Through the inference analysis, this paper also offers a general approach to solve the problems of the kinds whereby providing the decision taking base and foundation for solving the problems of real options in the process of investment.
出处
《西安理工大学学报》
CAS
2000年第2期215-218,共4页
Journal of Xi'an University of Technology
