參考文獻 |
一、 國內文獻
1. 林宗杰,「實質選擇權在資本投資決策之應用--高鐵BOT投資計畫之複合選擇權分析」,國立台灣大學國際企業學研究所碩士論文,民國88年。
2. 林逸群,「實質選擇權在資本預算之應用研究-以橡膠業設廠投資個案為例」,國立台灣科技大學管理技術研究所碩士論文,民國88年。
3. 孫中興,「高科技產業創新技術之投資計劃評估實質選擇權定價」,中原大學企業管理研究所,民國87年。
4. 陳溫陶,「實質選擇權在資本投資決策上之應用─航空公司購機選擇權之評價與分析」,國立台灣大學財務金融研究所碩士論文,民國86年。
5. 郭志強。「實質選擇權在BOT專案計畫之應用研究」,國立台灣科技大學碩士論文,民國87年。
二、 國外文獻
1. Bollen, N. (1999) Real option and product life cycles. Management Science, 45, 5, 670-684.
1. Bollen, N. (1999) Real option and product life cycles. Management Science, 45, 5, 670-684.
3. Dixit, A.K. and Pindyck, R.S.(1993) Investment Under Uncertainly. New Jersey: Princeton.
4. Dixit, A.K. and Pindyck, R.S.(1995) The option approach to capital investment. Havard Business Review, 73, 105-115.
5. Grenadier, S. and Weiss A. (1997) Investment in technological innovations : An option pricing approach. Journal of Financial Economics, 44, 397-416.
6. Harrison, J.M., 1985. Brownian Motion and Stochastic Flow System. Wiley, New York.
7. Hassett, K.A., Metcalf, G.E., 1992. Energy tax credits and residential conversation investment.Working paper, National Bureau of Economic Research, Cambridge, MA.
8. Hayes, R. and Abernathy, W.(1980)Managing Our way to Economic Decline. Havard Business Review, 58, 66-77.
9. Hayes, R. and Garvin, D.(1982)Managing as if Tomorrow Mattered. Havard Business Review, 60, 71-79.
10. He, H. and Pindyck, R.S.(1992) Investment in flexible production capacity. Journal of Economic Dynamic and Control, 13, 4, 575-599.
11. Kamrad, B. and Ritchken, P.(1991) Multinomial approximating models for options with k state variables. Management Science, 37, 12, 1640-1653.
12. Kensinger, J.W.(1987) Adding the value of active management into the capital budgeting equation. Midland Corporate Finance Journal, 5, 1, 31-42.
13. Kerster, W.C.(1984) Today’s option for tomorrow’s growth. Havard Business Review, 62, 153-160.
14. Majd, S. and Pindyck, R.S.(1987) Time to build, option value and investment decision. Journal of Financial Economics, 18, 3, 7-27.
15. McDonald, R. and Siegel, D. (1985) Investment and the valuation of firms when there is an option to shut down. International Economic Review, 26, 2, 331-349.
16. Mitchell, G.R. (1990) Alternative frameworks for technology strategy. European Journal of Operational Research, 47, 153-161.
17. Moriarty, R.T. and Kosnik, T.J.(1989) High-tech marketing: concept, continuity and change. Sloan Management Review, 30, 7-17.
18. Myers, S.C. (1984) Finance theory and financial strategy. Interfaces, 14, 126-137.
19. Ottoo, R.(1998) Valuation of internal growth opportunities: the case of a biotechnology company. The Quarterly Review and Finance, 38, 615-633.
20. Penning, H.P.G. and Lint, L.J.O.(1997) The option value of the advanced R&D. European Journal of Operational Research, 103, 1, 83-94.
21. Pindyck, R.S.(1988) Irreversible investment, capacity choice, and the value of the firm.American Economic Review, 78, 5, 969-985.
22. Strebel, P. (1992) Breakpoints: How Managers Exploit Radical Business Change. Boston: Harvard Business School Press.
23. Trigeorgis, L. and Mason, S.P. (1987) Valuing managerial flexibility. Midland Corporate Finance Journal, 5, 1, 14-21.
24. Trigeorgis, L.(1993a) The nature of option interactions and the valuation of investment in deferrable projects. Journal of Economic and Business, 43, 2, 143-156.
25. Trigeorgis, L.(1997) Real Options: Managerial Flexibility and Strategy in Resource Allocation, 2nd edtion. Westport:Parager Publishers. |