| 有税收时可缩减生产的R＆D项目评价 |
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| 引用本文： | 刘文平,李萍,孙志华.有税收时可缩减生产的R＆D项目评价[J].华中科技大学学报(自然科学版),2004,32(5):108-110. |
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| 作者姓名： | 刘文平 李萍 孙志华 |
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| 作者单位： | 华中科技大学 数学系,湖北,武汉,30074 |
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| 基金项目： | 国家自然科学基金资助项目 ( 70 0 71 0 1 2 ) |
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| 摘 要： | 在假设税率为常数的情况下 ,通过格林函数和实物期权方法 ,给出了最优阈值满足的代数方程 ,得到了具有缩减生产规模期权的R&D项目价值 ,并通过比较静态方法分析有关因素对价格阈值的影响 ,得到了较为满意的结果 .
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| 关 键 词： | 格林函数 实物期权 最优停时 |
| 文章编号： | 1671-4512(2004)05-0108-03 |
| 修稿时间： | 2003年5月20日 |
Evaluation of R&D project with contracting options under constant tax rate |
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| Liu Wenping Li Ping Sun ZhihuaLiu Wenping Postgraduate,Dept. of Math.,Huazhong Univ. of Sci. & Tech.,Wuhan ,China ..Evaluation of R&D project with contracting options under constant tax rate[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,2004,32(5):108-110. |
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| Authors: | Liu Wenping Li Ping Sun ZhihuaLiu Wenping Postgraduate Dept of Math Huazhong Univ of Sci & Tech Wuhan China |
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| Institution: | Liu Wenping Li Ping Sun ZhihuaLiu Wenping Postgraduate,Dept. of Math.,Huazhong Univ. of Sci. & Tech.,Wuhan 430074,China . |
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| Abstract: | Under the assumption of constant tax rate, the algebraic equation meeting the optimal threshold price was given by Real options and Greenian Approach and the value of R&D project having opportunity to contract its scale was obtained. Some related factors affecting the threshold price by comparative static method were analyzed. |
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| Keywords: | Green function real options optimal stopping time |
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