电力系统及其自动化学报2016，Vol.28Issue(10)：98-104,7.DOI:10.3969/j.issn.1003-8930.2016.10.017
实物期权在海上风电投资决策中的应用
Application of Real Options to Decision-making in Offshore Wind Power Investments
摘要
Abstract
Based on the characteristics of offshore wind power projects,real option is introduced into the decision-mak⁃ing in investment. After the analysis of different types of real options,a defer real options pricing model based on Black-Scholes model and a growth real option pricing model based on binary tree are set up. Case studies indicate that the real option method is useful in avoiding the mistakes in decision-making and choosing valuable projects,which can provide reference for investors from a new perspective.关键词
实物期权/海上风电项目/布莱克-舒克思模型/二叉树模型Key words
real options/offshore wind power project/Black-Scholes model/binary tree model分类
管理科学引用本文复制引用
张晓阳,孙燕..实物期权在海上风电投资决策中的应用[J].电力系统及其自动化学报,2016,28(10):98-104,7.基金项目
国家高技术研究发展计划（863计划）资助项目（2014AA052002）；国家自然科学基金资助项目（51307023）；新世纪优秀人才支持计划资助项目 （）
