基于敲出障碍期权和博弈理论的项目投资决策分析
1.江苏金融租赁有限公司,南京 210018
2.东南大学经济管理学院,南京 210009
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摘要
阐述了实物期权的基本原理和敲出障碍期权的内涵及其定价求解,提出了基于敲出障碍期权的实物期权定价方法和博弈理论的项目投资决策分析,分析了双寡头市场结构下的项目投资决策,给出了算例分析。
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