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中文摘要：
将模糊风险评估与实物期权方法进行综合,提出了基于模糊理论的实物期权风险评估方法,从风险来源出发考虑对于IT项目价值的影响,周模糊理论表达和推理期望收益的不确定性,对波动率参数进行估计,以解决期权模型假设难以满足,应用起来比较复杂的问题.并通过某核电站供应商管理信息系统的案例对该评估方法进行了说明.
英文摘要：
Past information systems research on risk evaluation has rarely fully explored the relationship between IT investment value and risk factors.This paper presents a comprehensive but simple methodology for valuating IT investment based on real options and fuzzy set theory.The valuation model we present is based on the assumption that the uncertainty of the expected payoffs from IT investments is not merely stochastic but also vague in nature.Fuzzy risk analysis is able to well formulate the uncertainty of the...
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