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实物期权及其在IT投资中的应用评介 被引量:5

The Real Options and Application Review of IT Investments
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摘要 本文分析了在动态不确定性情况下,传统的NPV方法对IT项目投资估价存在的不足,并利用实物期权方法进行了应用分析,提出了实物期权决策的框架。概述了IT投资中实物期权方法的理论和应用研究发展状况并对此进行了简要评价。 Under dynamic uncertainty circumstance, traditional NPV methodology has limitations to evaluate IT project. Real option approach is used to analyze IT project, and real option framework is put forward. The advances in IT investment project of research and application are simply reviewed, with pointing out extension in future.
出处 《预测》 CSSCI 2004年第2期35-40,共6页 Forecasting
基金 国家自然科学基金资助项目(70272001) 国家杰出青年科学基金资助项目(79725002) 四川省应用基础研究专项经费资助项目(01GY5114) 电子科技大学校青年基金资助项目(L08011101YF020905)
关键词 不确定性 实物期权 期权定价 IT投资 R&D投资 uncertainty real options option pricing IT investment R&D investment
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参考文献43

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共引文献60

同被引文献24

  • 1吴仁群.期权理论在IT项目战略投资决策的应用[J].中国海洋大学学报(社会科学版),2003(3):34-36. 被引量:2
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  • 10Nalin Kulatilaka.Valuing the Flexibility of Flexible Manufacturing Systems[].IEEE Transactions on Engineering Management.1988

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