| 期权思想在多阶段项目投资中的应用 |
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| 引用本文： | 李春,柴俊. 期权思想在多阶段项目投资中的应用[J]. 经济数学, 2005, 22(1): 20-26 |
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| 作者姓名： | 李春 柴俊 |
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| 作者单位： | 华东师范大学,上海,200067 |
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| 摘 要： | 本文主要借助期权理论,讨论项目投资分多阶段进行时选择最佳投资的问题.首先通过在单阶段投资下建立项目投资的最佳选择框架,然后展开到项目投资分两个阶段进行的情形上进行讨论分析,得出此情形下的投资选择结论,最后把这一结论扩展到项目投资分多阶段进行的项目上.
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| 关 键 词： | 实物期权 项目投资 多阶段 临界价格 |
| 修稿时间： | 2004-02-18 |
APPLICATION OF OPTION IDEA UNDER THE CONDITION OF MULTI-STAGES INVESTMENT PROJECT |
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| Li Chun,Chai Jun. APPLICATION OF OPTION IDEA UNDER THE CONDITION OF MULTI-STAGES INVESTMENT PROJECT[J]. Mathematics in Economics, 2005, 22(1): 20-26 |
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| Authors: | Li Chun Chai Jun |
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| Abstract: | The problem of optimal investment under the condition of multi-stages investment project is analysised in this paper with the ideas of option. Firstly, The framework of optimal investment has been set up under the condition of one-stage investment, then I expand the framework to the two-stages investment project and draw some conclusions of optimal investment. Lastly, the conclusions are expanded to multi-stages invesement project easily. |
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| Keywords: | Real option invesement project multi-stages critical price |
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