高科技產(chǎn)品項目的期權博弈分析.pdf

1、華中師范大學碩士學位論文高科技產(chǎn)品項目的期權博弈分析姓名：孫海燕申請學位級別：碩士專業(yè)：應用數(shù)學指導教師：何穗20080501Abstract1k珈偽rta缸晚i餓vcrsibil時鋤dcom】咧：i：tionofHi曲慨hproduCtc鋤’tprop甜ydealtby艦ditioIlalinVe刪捌SionmeⅡ10ds，砌chleadt0印0rdecisio鵂AccordiIlgt0tlle吐圓矧’tt灑sticofHightec

2、hproduCtp啊ect，howt0car巧outtlleinve咖1emClecisionsofHi咖tcchprodIIctp喇ect、加tlltlleo砸on—g鋤eisdiscuSsedintIlispapeLT童屺跚驢Ieriori鑼oft11eomiongame，theo面on曲哪act嘶sdcsaIld也eg鋤ecb嬲lct鰣sticsand也eg鋤ech躅試嘶stiCs0fHigh也chpD蛔p珈!jeCta塢強aly

3、zcdals0tlleapplica：bili夠oftheo砸0n—g鋤e眥lder也econditio璐ofcompe觚ona托則cdinmispap既11lisdissertali衄co嬲istsoffourChapte瑙hlchap缸l，developing螄ldiesofⅡleoptiongametlleoryandpositivcanalySisiIlandoutofClli腮a陀described111饑也einnov撕0n

4、isb∞ughtf0俐ard1hei皿oVationis：n圮inveg啞entdecisionisdiscussedundertheconditionsofcompetitionbymetllodofⅡleoption—g鋤eInchap_研2，6rStly，tllebasicidealof也eo面0ng鋤鎬ispre8en鈀dand吐lreeinlportantCon鈀ntofit：NPVnleo砸on血e0巧觚dtlleg鋤∞sm

5、eoryTheng即【erali血gaIlaJysis覷匝eisconcludedSecondly，0nmeb嬲eofmechamcteTisticsofHi曲techproduct趾daffectingfacto培ofiIlvestiIlg，meapplicabili鑼ofthe巾ptiong黜illhigIlItechpDdl賦心暇出gis麟砌ed舶mt、)l，oSides：o砸∞6ha刪：teristics鋤d也eg鋤esCh磁魄

6、elisticsofHightechprl燦cL11lc岍3，meinveSt堍刪isⅧtmderthecon僦。娜ofcom】p枷om11l脅studiesttlefhrtl圮stinvcst砌ue缸dstartspotofinve她atl戤se璐iti、，i鑼is缸alyzcdhcl阻pter4，thewholepap盱a∞concluded，al∞∞mep∞bl伽雌and如rmerwo嫩directiona聆putf0—眥Byth

7、ea：bo、，cfollrparts，也eo砸omga眥isapplica：blet0meinvt潮mentdecisionofhigll—tccIh舯汕lct剛ect，whiChc鋤bcC0nCludedAh刪ln刪nle0巧andapplication丘卸黼rkfortheinve：st咖tdeCiSionofHi咖techplu如ctp啊ectare刪dedbythisdissen撕∞BIn也eres伽池and印plic撕0nof