| 基于期权博弈理论的风险投资可延期性 |
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| 引用本文： | 殷林森,胡文伟,李湛.基于期权博弈理论的风险投资可延期性[J].上海交通大学学报,2007,41(7):1146-1149,1153. |
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| 作者姓名： | 殷林森 胡文伟 李湛 |
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| 作者单位： | 1. 上海交通大学,安泰经济与管理学院,上海,200052
2. 香港大福证券集团研究部,香港 |
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| 摘 要： | 考虑到风险投资在现实中具有可延期的灵活性和投资方竞争策略的相互影响,将博弈思维与期权理论结合起来建立相应模型,分析了立即投资者和延期投资者的最优投资结构,讨论了风险投资项目不确定性所引起的可延期性问题.
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| 关 键 词： | 期权博弈 竞争性 独占性 可延期性 |
| 文章编号： | 1006-2467（2007）07-1146-04 |
| 修稿时间： | 2006-08-03 |
The Deferability of Venture Capital Based on Option-Game Theory |
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| YIN Lin-sen,HU Wen-wei,LI Zhan.The Deferability of Venture Capital Based on Option-Game Theory[J].Journal of Shanghai Jiaotong University,2007,41(7):1146-1149,1153. |
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| Authors: | YIN Lin-sen HU Wen-wei LI Zhan |
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| Abstract: | In view of the flexibility of the deferability features and the mutual influence of rival strategy of venture capital investment in reality,the game theory and option theory were combined to analyze the optimal investment structure for immediate investors and delayed investors and discuss the deferability issues arisen from the uncertainty factor of venture capital projects. |
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| Keywords: | option and game theory rivalrousness exclusiveness deferability |
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