期权博弈理论的方法模型分析与发展  

Analysis and development of the method and model of option game theory

作　　者：安瑛晖[1] 张维[1] 

机构地区：[1]天津大学管理学院金融工程研究所,天津300072

出　　处：《管理科学学报》2001年第1期38-44,共7页Journal of Management Sciences in China

基　　金：国家自然科学基金资助项目 !( 79970 0 39)

摘　　要：针对传统企业项目投资估价和决策理论方法中存在的问题 ,结合国外最新研究成果 ,对期权定价理论和博弈论在企业项目投资估价和决策中应用的新方法——期权博弈理论方法进行分析研究 ,总结归纳出期权博弈方法的一般化分析框架 ,并对一些典型的模型进行综述 。Because of the potential problems in traditional theory about project evaluation, this paper presents an in depth review of the research on the newly developed framework of the evaluation option game Theory, which is derived from OPT and Game Theory. On the basis of thorough analysis, a general framework is provided to outline the analysis and research; secondly, we embodied the present Option Game models in the framework to make a better understanding of them. In the last section, further research direction of option game theory and its applications are indicated.

关 键 词：项目估价 实物期权 期权博弈方法 投资 

分 类 号：F830.59[经济管理—金融学] F225