实物期权在R&D投资决策中的应用研究  

Study on Application of Real Options to R&D Investment Decision

作　　者：郭勤[1] 吴少华[1] 廖东升[1] 

机构地区：[1]国防科技大学人文与社会科学学院,长沙410074

出　　处：《经济研究导刊》2010年第6期66-68,共3页Economic Research Guide

摘　　要：对实物期权理论发展进行简单回顾后,针对实物期权方法在R&D投资决策中的应用研究,结合国内外研究成果,综述了R&D投资决策的实物期权一般理论、实物期权模型和实物期权扩展研究。得出目前中国在该领域无论是理论还是应用上都与国外存在较大差距,开展实物期权研究是非常必要的结论。After a simple overview of real options theory, this paper specially studies application real options to R＆D investment decision. Through analyzing general theory, models and expanded research of real options in R＆D investment decision of domestic and foreign research results, we find that there is a big gap of theory and application research between domestic and foreign countries. So it is necessary that we research on real options.

关 键 词：实物期权 R&D投资决策 研究 

分 类 号：F830.91[经济管理—金融学]