硕士论文-实物期权法在农业高新技术项目评价中的应用研究

浙江大学硕士学位论文实物期权法在农业高新技术项目评价中的应用研究姓名：戴利辉申请学位级别：硕士专业：农业经济管理指导教师：柴彭颐20060401实物期权法在农业高新技术项目评价中的应用研究作者：戴利辉学位授予单位：浙江大学参考文献(111条)1.AbelABOptimalInvestmentUnderUncertainty1983(03)2.AmramM.KulatilakaNRealOptions:ManagingStragegicInvestmentinanUncertainWorld19993.BarrieuP.ChesneyMOptimalTimingtoAdoptanEnvironmentalPolicyinaStrategicFramework2003(03)4.BenarochM.KauffmanRJAcaseforusingrealoptionspricinganalysistoevaluateinformationtechnologyprojectinvestments1999(01)5.BendallHB.StentAFShipInvestmentunderUncertainty:ValuingaRealOptionontheMaximumofSeveralStrategies2005(01)6.BlackF.ScholesMThePricingOptionsandCorporateliabilities1973(03)7.BoylePOptionValuationUsingaThree-JumpProcess19868.BrandaoLE.DyerJSDecisionAnalysisandRealOptions:ADiscreteTimeApproachtoRealOptionValuation2005(01)9.BrennanMJ.SchwartzESEvaluatingnaturalresourceinvestments1985(02)10.CarrPTheValuationofSequentialExchangeOpportunities1988(05)11.CobbBR.CharnesJMRealoptionsvolatilityestimationwithcorrelatedinputs200412.CopelandT.AntikarovVRealOptions200113.CoxJ.RossS.RubinsteinMOptionPricing:ASimplifiedApproach197914.DatarV.MathewsSEuropeanRealOptions:AnIntuitiveAlgorithmfortheBlack-ScholesFormula2004(01)15.DavisGAEstimatingVolatilityandDividendYieldWhenValuingRealOptionstoInvestorAbandon1998(03)16.DixitKV.PindyckRSTheOptionApproachtoCapitalInvestment1995(03)17.EngelenPJCriminalBehavior:ARealOptionApproachWithanApplicationtoRestrictingIllegalInsiderTrading2004(03)18.GeskeRTheValuationofCompoundOptions1979(01)19.GreuelKMB.GreuelJMDeterminingthevalueofdrugdevelopmentcandidatesandtechnologyplatforms2005(02)20.HagueD.KriegerM.BugenhagenMUseaRealOptionsValuationTooltoAidinPlanningtheEvolutionofTelecommunicationNetworks2004(06)21.HerathHSB.BremserWGReal-optionvaluationofresearchanddevelopmentinvestments:Implicationsforperformancemeasurement2005(01)22.HerathHSB.JaheraJSRealoptions:Valuingflexibilityinstrategicmergersandacquisitionsasanexchangeratioswap2002(12)23.HerathHSB.ParkCSMulti-stagecapitalinvestmentopportunitiesascompoundrealoptions200224.HerbelotOLOptionValuationofFlexibleInvestment:TheCaseofEnvironmentalInvestmentsintheElectricPowerIndustry199225.HouselTJ.NelsonSKKnowledgevaluationanalysis:Applicationsfororganizationalintellectualcapital2005(04)26.HullJ.WhiteAAnOverviewofContigentClaimsPricing199827.IngersollJ.RossSWaitingtoInvest:InvestmentandUncertainty1992(01)28.IsikM.CobleKH.HudsonDInvestmentunderUncertainty:ApplicationsofRealOptionValuationtoAgribusinessInvestmentsinRemoteSensingTechnologies200329.KayaliMMRealOptionsasaToolforMakingStrategicInvestmentDecisions2006(01)30.KelloggD.CharnesJMReal-OptionsValuationforaBiotechnologyCompany200031.KellySABinomialLatticeApproachforValuingaMiningPropertyIPO199832.KesterWCToday'sOptionsforTomorrow'sGrowth198433.KogutB.KulatilakaNOperatingFlexibility,GlobalManufacturing,andtheOptionValueofaMultinationalNetwork1994(01)34.KulatilakaNValuingtheFlexibilityofManufacturingSystems1988(04)35.LuciusDIRealoptionsinrealestatedevelopment2001(01)36.MadanD.MilneF.ShefrinHTheMultinomialOptionPricingModelandItsBrownianandPoissonLimits198937.MajdS.PindyckRTimetobuild,optionvalue,andinvestmentdecisions1987(02)38.MargrabeWTheValueofanOptiontoExchangeOneAssetforAnother1978(01)39.McDonaldR.SiegelDTheValueofWaitingtoInvest198640.MertonRTheoryofRationalOptionPricing197341.MiltersenK.SchwartzER&DInvestmentswithCompetitiveInteractions2004(03)42.MyersS.MajdSAbandonmentvalueandprojectlife199043.MyersSCDeterminantsofCorporateBorrowing1977(02)44.MyersSCFinancialTheoryandFinancialStrategy1984(02)45.PaddockJ.SiegelD.SmithJOptionvaluationofclaimsonrealassets:Thecaseofoffshorepetroleumleases199846.PanayiS.TrigeorgisLMulti-stageRealOptions:TheCasesofInformationTechnologyInfrastructureandInternationalBankExpansion199847.PenningsE.LintOTheoptionvalueofadvancedR&D199748.PfnuerA.SchaeferC.ArmonatSAligningcorporaterealestatetorealestateinvestmentfunctions:Improvedpropertydecisionmakingusingarealoptionapproach2004(03)49.PindyckRSIrreversibleinvestment,capacitychoice,andthevalueofthefirm198850.PriceTJ.LambMC.WetzsteinMETechnologychoiceunderchangingpeanutpolicies2005(01)51.PriceTJ.WetzsteinMEIrreversibleInvestmentDecisionsinPerennialCropswithYieldandPriceUncertainty199952.RothwellGARealOptionsApproachtoEvaluatingNewNuclearPower83Plants2006(01)53.ShaikhJMMeasuringandReportingofIntellectualCapitalPerformanceAnalysisJournalofAmericanAcademyofBusiness2004(01)54.ThompsonM.DavisonM.RasmussenHValuationandOptimalOperationofElectricPowerPlantsinCompetitiveMarkets2004(04)55.TitmanSUrbanLandPricesUnderUncertainty1985(03)56.TrigeorgisLAConceptualOptionsFrameworkforCapitalBudgeting198857.TrigeorgisLAReal-OptionsApplicationinNatural-ResourceInvestments199058.TurveyCGMycogenasaCaseStudyinRealOptions2001(01)59.TzouramaniI.MattasKEmployingrealoptionsmethodologyinagriculturalinvestments:thecaseofgreenhouseconstruction2004(06)60.WeisshauptHInsuringagainsttheshortfallriskassociatedwithrealoptions2003(02)61.WiemersE.BehanJFarmForestryInvestmentinIrelandUnderUncertainty2004(03