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模糊群决策环境下的实物期权模型

, PP. 1828-1832

Keywords: 实物期权,项目估值,群决策,正态模糊数,贴近度

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Abstract:

在实物期权B-S模型框架下,采用正态模糊数刻画模糊群决策环境下决策者的行为特征,并利用格贴进度理论构建了决策变量关系矩阵进行决策信息的赋权和归集,建立了在模糊群决策环境下利用实物期权方法进行大型项目投资决策的分析框架.模型解决了在模糊群决策环境中难以利用传统实物期权方法进行大型项目投资决策的问题,更加贴近实际决策情景.最后通过数值实例对模型的应用进行了说明.

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