竞争投资与风险债务的实物期权方法研究

华中科技大学博士学位论文竞争投资与风险债务的实物期权方法研究姓名：刘向华申请学位级别：博士专业：概率论与数理统计指导教师：李楚霖20040418竞争投资与风险债务的实物期权方法研究作者：刘向华学位授予单位：华中科技大学参考文献(98条)1.参考文献2.BlackF.MScholesThePricingofOptionsandCorporateLiabilities19733.MertonROnthePricingofCorporateDebt:TheRiskStructureofInterestRates19744.HullJCOptions,FuturesandOtherDerivatives20005.MyersSFinanceTheoryandFinancialStrategy19846.DixitA.RPindyckInvestmentunderUncertainty19947.TrigeorgisLRealOptions:ManagerialFlexibilityandStrategyinResourceAllocation19968.Van-HonCFinancialManagementandPolicy19989.GrenadierSRGameChoices:TheIntersectionofRealOptionsandGameTheory200010.HuismanKJMTechnologicalInvestment:AGameTheoreticRealOptionsApproach200111.SmetsFExportingversusFDI:TheEffectofUncertainty,IrreversibilityandStrategicInteractions199112.GrenadierSRTheStrategicExerciseofOptions:DevelopmentCascadesandOverbuildinginRealEstateMarkets199613.GrenadierSROptionExerciseGames:AnApplicationtotheEquilibriumInvestmentStrategiesofFirms200214.KulatilakaN.ECPerottiStrategicGrowthOptions199815.HuismanKJM.PMKortEffectsofStrategicInteractionsontheOptionValueofWaiting199916.HuismanKJM.PMKortStrategicInvestmentinTechnologicalInnovations200317.NielsenMJCompetitionandIrreversibleInvestment200218.WeedsHStrategicDelayinRealOptionModelofR&DCompetition200219.LambrechtB.WPerraudinRealOptionsandPreemptionunderIncompleteInformation200320.安瑛晖.张维期权博弈理论的方法模型分析与发展[期刊论文]-管理科学学报2001(1)21.杨明.李楚霖不确定竞争市场投资决策[期刊论文]-经济数学2002(2)22.杨明有潜在竞争者的R&D项目策略分析2002(10)23.王蔚松竞争环境下公司投资战略的实物期权博弈思考[期刊论文]-外国经济与管理2003(9)24.FaulknerTWApplyingOptionThinkingtoR&DValuation199625.HerathJSB.CSParkEconomicAnalysisofR&DProjects:AnOptionsApproach199926.J(a)gleAJShareholderValue,RealOptions,andInnovationinTechnologyintensiveCompanies199927.BrachM.DPaxsonAGenetoDrugVenture:PoissonOptionsAnalysis200128.LintO.EPenningAnOptionApproachtotheNewProductDevelopmentProcess:ACaseStudyatPhilipsElectronics200129.CottrellT.GSickRealOptionsandFollowerStrategies:TheLossofRealOptionValuetoFirst-moverAdvantage200230.许民利.张子刚应用实物期权理论评价R&D投资[期刊论文]-系统工程2001(1)31.简志宏.李楚霖高新技术产业化的实物期权分析[期刊论文]-管理工程学报2002(4)32.周勇.周寄中R&D项目的期权性特征分析与期权性价值的估算[期刊论文]-管理科学学报2002(1)33.XueMG.CLLiHeterogeneousInformationArrivalandR&DOptionPricing[期刊论文]-ActaMathematicaScientia2003(01)34.FudenbergD.JTirolePreemptionandRentEqualizationintheAdoptionofNewTechnology198535.GrenadierSR.AMWeissInvestmentinTechnologicalinnovations:AnOptionPricingApproach199736.RajagopalanSAdoptionTimingofNewEquipmentwithAnotherInnovationAnticipated1999(01)37.G(o)tzGStrategicTimingofAdoptionofNewTechnologiesunderUncertainty:ANote200038.KandelE.NDPearsonOptionValue,Uncertainty,andtheInvestmentDecision200239.KevinZHU.JohnWEYANTSTRATEGICEXERCISEOFREALOPTIONS:INVESTMENTDECISIONSINTECHNOLOGICALSYSTEMS[期刊论文]-系统科学与系统工程学报(英文版)2003(3)40.何佳.曾勇技术创新速度对新技术购买行为的影响--两代未来创新的情况[期刊论文]-管理科学学报2003(1)41.BlackF.JCoxValuingCorporateSecurities:SomeEffectsofBondIndentureProvisions197642.BrennanM.ESchwartzCorporateIncomeTaxes,Valuation,andtheProblemofOptimalCapitalStructure197843.KimIJ.KRamaswamy.SMSundaresanValuationofCorporateFix-incomeSecurities199344.LongstaffFA.ESSchwartzASimpleApproachtoValuingRiskyFixedandFloatingRateDebt199545.LelandHECorporateDebtValue,BondCovenantsandOptimalCapitalStructure199446.LelandH.KToftOptimalCapitalStructure,EndogenousBankruptcy,andtheTermStructureofCreditSpreads199647.LelandHEAgencyCosts,RiskManagement,andCapitalStructure199848.AndersonR.SSundaresanDesignandValuationofDebtContracts199649.Mella-BarralP.WPerraudinStrategicDebtService199750.ZieglerAAGameTheoryAnalysisofOptions-ContributionstotheTheoryofFinancialIntermediationinContinuousTime199951.AndersonR.SSundaresanAComparativeStudyofStructuralModelsofCorporateBondYields:AnExploratoryInvestigation200052.FanH.SSundaresanDebtValuation,StrategicDebtService,andOptimalDividendPolicy200053.GosteinR.NJu.HLelandAEBIT-basedModelofDynamicCapitalStructure200154.Collin-DufresneP.RGoldsteinDoCreditSpreadsReflectStationaryLeverageRatios?200155.BebchukLAExAnteCostsofViolationAbsolutePriorityinBankruptcy200256.AcharyaVV.JNCarpenterCorporateBondValuationandHedgingwithStochasticInterestRatesandEndogenousBankruptcy200257.TitmanS.STsyplakovADynamicModelofOptimalCapitalStructure200258.简志宏.李楚霖杠杆公司破产决策:实物期权方法[期刊论文]-系统工程理论方法应用2001(4)59.简志宏.李楚霖公司债务重组的实物期权方法研究[期刊论文]-管理科学学报2002(5)60.曹国华.黄薇有破产成本的风险债务估值未定权益分析[期刊论文]-重庆大学学报(自然科学版)2003(1)61.JarrowRA.SMTurnbullPricingOptionsonFinancialSecuritiesSubjecttoDefaultRisk199562.ArtznerP.FDelbaenDefaultRiskInsuranceandIncompleteMarkets199563.DuffieD.MSchroeder.CSkiadasRecursiveValuationofDefaultableSecuritiesandtheTimingofResolutionofUncertainty199664.DuffieD.MHuangSwapRateandCreditQuality199665.JarrowRA.DLando.SMTurnbullAMarkovModelfortheTermStructureof.CreditRiskSpreads199766.DuffeeGRTheRelationBetweenTreasuryYieldsandCorporateBondYieldSpreads199867.MadanP.HUnalPricingtheRisksofDefault199868.LandoDOnCoxProcessesandCreditRiskySecurities199869.DuffieD.KJSingletonModelingTermStructuresofDefaultableBonds199970.DasSD.DLandoADiscreteTimeApproachtoArbitrage-freePricingofCreditD