模糊实物期权方法在煤层气项目价值评估中的应用
Application of the fuzzy real option to the evaluation of the value of the coal-bed methane project
云南民族大学学报:自然科学版,2017,26(1):84-88

胡攀 HP

摘要


在煤层气价格和成本均随机的条件下,利用梯形模糊数优化实物期权模型中的相关参数,建立了模糊实物期权模型,给出了煤层气项目投资开发的价值区间,投资临界值区间和临界值可达概率区间,通过数值计算验证了所建模型的合理性与有效性. Under the conditions that the price and costs of coal-bed methane are random, the trapezoidal fuzzy number is used to optimize the related parameters of the real option model, and then a new fuzzy real option model is established. The value intervals about coal-bed methane projects in terms of investment and development are given, including the investment threshold interval and the probability interval of threshold. The rationality and utility of the model are verified.

参考



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