Based on real options method to construct a petroleum exploration and development projects of integrated economic evaluation model, application mechanism real option method in oil and gas exploration and development projects around the expansion, the option value to identify and analyze the process of exploration and development projects exist. Finally, select the appropriate option pricing model, instance data analyzed by gas exploration and development projects, and its contrast with the traditional analysis, pointed out that application of real options method can effectively improve the investment project economic evaluation of science. In this paper, to build an economic evaluation method based on real options method of energy development projects, and to explore applications based on the principle of real options to develop economic evaluation method, proposed mostly for exploration stage oil and gas exploration and development project abandonment option binomial model and the development phase stop start option of partial differential equations, is determined based on the actual parameters of such projects, and to provide solutions to parameter estimation.
목차
Abstract 1. Introduction 2. Improvement of Real Option Investment Evaluation Models Based On BP Neural Networks 2.1. B-S Option Pricing Model 2.2. BP Neural Network 3. Real Option Method 3.1. Parameter Study 3.2. Advantage of Real Options 4. Experiments and Results 4.1. Real Option Characteristics of Energy Development 4.2. Real Options Model 4.3. Data Analysis and Application 5. Conclusions References
키워드
Real option methodmodeleconomic evaluationMonte carlo simulation
저자
Min Ma [ School of Basic Education, Jiangsu Food & Pharmaceutical Science College, Huaian, China ]
보안공학연구지원센터(IJCA) [Science & Engineering Research Support Center, Republic of Korea(IJCA)]
설립연도
2006
분야
공학>컴퓨터학
소개
1. 보안공학에 대한 각종 조사 및 연구
2. 보안공학에 대한 응용기술 연구 및 발표
3. 보안공학에 관한 각종 학술 발표회 및 전시회 개최
4. 보안공학 기술의 상호 협조 및 정보교환
5. 보안공학에 관한 표준화 사업 및 규격의 제정
6. 보안공학에 관한 산학연 협동의 증진
7. 국제적 학술 교류 및 기술 협력
8. 보안공학에 관한 논문지 발간
9. 기타 본 회 목적 달성에 필요한 사업
간행물
간행물명
International Journal of Control and Automation
간기
월간
pISSN
2005-4297
수록기간
2008~2016
십진분류
KDC 505DDC 605
이 권호 내 다른 논문 / International Journal of Control and Automation Vol.9 No.10