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分期BOT项目期权定价特许权期的决策模型与分析

张俊生 王广斌

同济大学学报(自然科学版)2012,Vol.40Issue(9):1434-1438,5.
同济大学学报(自然科学版)2012,Vol.40Issue(9):1434-1438,5.DOI:10.3969/j.issn.0253-374x.2012.09.026

分期BOT项目期权定价特许权期的决策模型与分析

Decision-making Model and Analyses on Concession Term for BOT Projects by Stages

张俊生 1王广斌1

作者信息

  • 1. 同济大学经济与管理学院,上海200092
  • 折叠

摘要

Abstract

Assuming that the build-operate-transfer (BOT) projects be constructed by stages but transferred in the same time, a new decision-making approach and model on concession term is presented based on real option. In order to preserve the profit of the government and construction quality of project, the approach to scientifically choose the concession term for BOT projects is analyzed in details. Finally, numerical experiment for practical engineer project further illustrates the proposed model is feasible and efficient.

关键词

BOT(建设-经营-移交)项目/特许权期/期权博弈/分期

Key words

build-operate-transfer(BOT) project/ concession term/ real option/ by stages

分类

管理科学

引用本文复制引用

张俊生,王广斌..分期BOT项目期权定价特许权期的决策模型与分析[J].同济大学学报(自然科学版),2012,40(9):1434-1438,5.

同济大学学报(自然科学版)

OA北大核心CSCDCSTPCD

0253-374X

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