| 高速公路项目的复合期权研究 |
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| 引用本文： | 朱聪.高速公路项目的复合期权研究[J].安庆师范学院学报(自然科学版),2009,15(1):38-41. |
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| 作者姓名： | 朱聪 |
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| 作者单位： | 大连理工大学,管理学院,辽宁,大连,116024 |
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| 摘 要： | 传统的高速公路项目投资决策并没有考虑项目未来现金流的不确定性和管理过程中的灵活性。根据高速公路项目多层次、多阶段的期权特性,基于双实物期权均被执行的联合概率函数,构建了双实物期权可加性测定模型,在此基础上应用模糊数学综合评价方法对基础设施项目所包含的实物期权进行综合评价,得出一种复合期权的计算方法。这有助于正确地判断基础设施项目的真实价值,进行科学评价和决策。
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| 关 键 词： | 高速公路 实物期权 复合期权 |
A Study on Compound Option of Highway Projects |
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| ZHU Cong.A Study on Compound Option of Highway Projects[J].Journal of Anqing Teachers College(Natural Science Edition),2009,15(1):38-41. |
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| Authors: | ZHU Cong |
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| Institution: | ZHU Cong (School of Management, Dalian University of Technology, Dalian 116024, China) |
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| Abstract: | Traditional evaluation methods do not consider the uncertainty of the future cash flow of the highway project and the mobility during the execution.This paper designs two highway real option models,and the co-probability function of the double real option model based on the addition measuration model of the double real option.This paper also applies fuzzy analytical mathematical process to the real option of highway project,and gains a calculate method of the complex real option.In this way,this paper could help to evaluate the real value of highway project,and estimate and decide scientifically. |
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| Keywords: | Highway Real options Compound options |
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