中文摘要：

期权博弈理论是实物期权和博弈论相结合的产物，它具有极大的应用潜力。期权博弈模型不仅考虑了投资决策关键因素，同时在模型中还着重分析了双方竞争应用的策略及可能出现的纳什均衡解。研究了不确定性条件下的对称双头垄断期权博弈模型，仿真计算并用图形说明了有关参数的改变对公司价值的影响，推导了两种方法计算领导者和跟随者公司的价值和临界值，讨论了非限制合作下纳什均衡解和解存在的条件与假设。讨论的观点结论对于研究我国当前市场经济条件下不确定投资问题具有理论实践指导意义。

英文摘要：

The theory of option games being the combination of two successful theories, namely real options and game theory, has a great potential to applications in many real situations. It considers in the same model, besides the key factors for investment decisions such as uncertainty, flexibility, and timing, the effect of competition with the possible strategies for each firm. In this paper, we analyze models of symmetrical duopoly under uncertainty and illuminate the effect of risk-free and assets volume variation impact on investment decision by using Matlab software to simulate the case, meanwhile show that there are two equivalent ways to calculate both leader and follower values, and two ways to calculate the follower threshold. We discuss concepts like the preemption, non-binding collusion. The paper＇s work will contribute to our present investment practice.