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实物期权方法在电力投资决策中的应用
引用本文:王豫琦,尚晓霞,刘敏子.实物期权方法在电力投资决策中的应用[J].贵州电力技术,2011(2):28-32.
作者姓名:王豫琦  尚晓霞  刘敏子
作者单位:贵州大学电气工程学院,贵州贵阳550003
摘    要:传统NPV投资决策法的不灵活性也越发的暴露出来,而实物期权的方法却能恰当的评估出不确定性的价值。对实物期权的概念作了介绍,并将其定价方法进行归纳,最后对发电投资决策研究的现状作了简要综述。

关 键 词:实物期权  发电投资决策

Application of real option method in power investment decision
Wang yuqi,shang xiaoxia,liu minzi.Application of real option method in power investment decision[J].Guizhou Electric Power Technology,2011(2):28-32.
Authors:Wang yuqi  shang xiaoxia  liu minzi
Affiliation:( College of Electrical Engineering , Guizhou University, Guiyang 550003, guizhou province, china )
Abstract:With the deep reform of electricity market, power investment decisions bring a lot of uncertain factors, the inflexibility of traditional NPV method has become increasingly exposed, and real options method actually can properly assess the value of uncertainty. In this paper, the concept of real options are introduced, and its pricing method for power generation, finally summarized the research situation of investment decision is summarized in this article.
Keywords:real options  power investment decisions
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