煤炭资源开采权期权价值形成机理研究被引量：20

Study on mechanism of coal mining option

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摘要煤炭资源开采权期权价值形成机理是运用期权定价理论估价煤炭资源开采权价值的基础。在分析煤炭资源开采权的价值来源和期权特性的基础上,提出煤炭资源开采权可以被看作是一种多期复合看涨期权,并进一步研究了影响其价值的因素。 The mechanism of value formation of the option on coal mining right is the basis of how to use the theory of option price fixing to evaluate coal mining right. Based on the analysis of the value source of and the features of the option on coal mining right, this paper puts forward that coalmining right could be regarded as a call option and the option on a specific project as a compound option on the coal mining right of several units, and the factors affecting its value are studied.

作者张金锁邹绍辉

机构地区西安科技大学管理学院

出处《西安科技大学学报》 CAS 北大核心 2006年第1期121-124,136,共5页 Journal of Xi’an University of Science and Technology

基金国家自然科学基金项目(90410014)

关键词煤炭资源开采权开采权期权机理 coal mining right mining option mechanism

分类号 TD98 [矿业工程—选矿]

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参考文献14

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二级参考文献26

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