基于期权博弈的投资时机选择

廖玉玲; 洪倩霖

基于期权博弈的投资时机选择

引用本文：廖玉玲，洪倩霖.基于期权博弈的投资时机选择[J].财经理论与实践,2011,(4):31-34

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作者	单位
廖玉玲，洪倩霖	（1. 中南大学商学院，湖南长沙410083； 2. 四川大学经济学院，四川成都610064）

中文摘要:在不确定性和竞争性的策略互动环境中，根据投资时机相对性和绝对性的不同要求可以将期权博弈模型划分为绝对时机选择和相对时机选择两个类型。我们首先综述投资时机选择的期权博弈理论文献；然后以“随机最优停止问题”为研究基点，分别探讨投资时机选择的完全信息与不完全信息期权博弈模型；最后论述基于“追随-抢先模型”的投资时机选择期权博弈评价。

中文关键词:期权博弈绝对时机选择相对时机选择

The Timing Selecting Of Investment based on Option Game

Abstract:In the environment with uncertainty and rivalrousness, the option game models can be divided into two types: absolute timing and relative timing, according to the different requirements of the absoluteness and relativity of investment timing. Firstly, we made a literature review on investment timing in option game theory, then discussed the option game modes to find the optimal stopping time in both situations with complete information and situations with incomplete information. At last, the evaluation ways of investment timing based on the "follow-preemptive model" were discussed.

keywords:Option game Absolute timing Relative timing

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