| 模糊实物期权法在电力项目价值评估中的应用研究 |
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| 引用本文： | 陈洁,刘秋华. 模糊实物期权法在电力项目价值评估中的应用研究[J]. 南京工程学院学报(自然科学版), 2008, 6(3): 50-53 |
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| 作者姓名： | 陈洁 刘秋华 |
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| 作者单位： | 南京工程学院经济管理学院,江苏,南京,211167;南京工程学院经济管理学院,江苏,南京,211167 |
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| 基金项目： | 江苏省教育厅高校哲学社会科学基金，南京工程学院校科研和教改项目 |
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| 摘 要： | 对项目价值评估的传统的净现值法和实物期权法存在一定缺陷，特别是管理者很难对预期现金流估计一个准确的值．将模糊理论和实物期权理论相结合的模糊实物期权定价模型克服了这个缺陷，对项目价值评估更能反映实际情况．在对传统实物期权评估方法缺陷分析的基础上，梳理模糊实物期权定价理论，并将模糊实物期权定价模型应用于电力项目价值评估．结果表明，模糊实物期权定价模型可以估计出项目预期现金流净现值的区间，为决策者提供更精确的决策依据．
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| 关 键 词： | 净现值 期权 模糊数 模糊实物期权 |
Research into Application of Fuzzy Real Option Theory to Power Project Evaluation |
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| CHEN Jie,LIU Qiu-hua. Research into Application of Fuzzy Real Option Theory to Power Project Evaluation[J]. Journal of Nanjing Institute of Technology :Natural Science Edition, 2008, 6(3): 50-53 |
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| Authors: | CHEN Jie LIU Qiu-hua |
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| Affiliation: | CHEN Jie,LIU Qiu-hua(School of Economics , Management,Nanjing Institute of Technology,Nanjing 211167,China) |
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| Abstract: | The traditional methods concerning project evaluation,for example,net present value and real option have defects,as can be seen in the particular case that supervisors have difficulties assessing accurate values.The fuzzy real option pricing model combining net present valuing and real option method is able to remove the defects and present more accurate evaluations.Based upon the analysis of the defects of classical real option method,this paper expounded on fuzzy real option pricing model theory and appli... |
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| Keywords: | net present value option fuzzy number fuzzy real options |
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