| 模糊实物期权方法在煤层气项目价值评估中的应用 |
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| 作者单位： | ;1.四川文理学院数学学院 |
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| 摘 要： | 在煤层气价格和成本均随机的条件下,利用梯形模糊数优化实物期权模型中的相关参数,建立了模糊实物期权模型,给出了煤层气项目投资开发的价值区间,投资临界值区间和临界值可达概率区间,通过数值计算验证了所建模型的合理性与有效性.
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| 关 键 词： | 梯形模糊数 模糊实物期权模型 投资临界值 煤层气 |
Application of the fuzzy real option to the evaluation of the value of the coal-bed methane project |
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| Institution: | ,Mathematics Department,Sichuan University of Arts and Science |
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| Abstract: | Under the conditions that the price and costs of coal- bed methane are random,the trapezoidal fuzzy number is used to optimize the related parameters of the real option model,and then a new fuzzy real option model is established. The value intervals about coal-bed methane projects in terms of investment and development are given,including the investment threshold interval and the probability interval of threshold. The rationality and utility of the model are verified. |
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| Keywords: | trapezoidal fuzzy number fuzzy real option model investment threshold coal-bed methane |
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