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基于期权博弈理论的风险投资可延期性 被引量:1

The Deferability of Venture Capital Based on Option-Game Theory
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摘要 考虑到风险投资在现实中具有可延期的灵活性和投资方竞争策略的相互影响,将博弈思维与期权理论结合起来建立相应模型,分析了立即投资者和延期投资者的最优投资结构,讨论了风险投资项目不确定性所引起的可延期性问题. In view of the flexibility of the deferability features and the mutual influence of rival strategy of venture capital investment in reality, the game theory and option theory were combined to analyze the optimal investment structure for immediate investors and delayed invcstors and discuss the deferability issues arisen from the uncertainty factor of venture capital projects.
出处 《上海交通大学学报》 EI CAS CSCD 北大核心 2007年第7期1146-1149,1153,共5页 Journal of Shanghai Jiaotong University
关键词 期权博弈 竞争性 独占性 可延期性 option and game theory rivalrousness exclusiveness deferability
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