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Establishment and application of a real option model for evaluation of petroleum exploration project
Author(s): 
Pages: 147-150
Year: Issue:  6
Journal: ACTA PETROLEI SINICA

Keyword:  石油勘探投资决策经济评价实物期权评价模型;
Abstract: 详细分析了石油勘探所具有的实物期权特性、原油价格波动模型以及储层参数和经济因素不确定性对勘探项目价值的影响.根据勘探项目多阶段投资的特性,利用风险中性期望算子和无风险贴现率建立了石油勘探投资多阶段实物期权评价模型,提供了评估勘探项目阶段性投资管理弹性价值的方法,并通过实例验证了该方法的可操作性.
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