实物期权的案例研究

Case Studies on Real Options

Financial Management · 1993
被引 202 · 同刊同年前 10%
人大 A-ABS 3

中文导读

基于与壳牌集团规划部门的合作,通过实际案例总结了实物期权应用的主要见解,重点探讨期权定价理论在资本预算决策中的探索性研究。

Abstract

This paper presents major insights gained from actual, practical cases of real option applications in cooperation with Shell group planning. The main interest of Shell was to conduct a number of exploratory studies on the use of option pricing theory in capital budgeting decisions. The studies were part of a group planning program to adapt existing and to develop new techniques for strategic decision-making.

实物期权资本预算战略决策壳牌案例