在未来不确定的情况下,以最大化投资机会的价值为出发点,用随机过程和实物期权的方法求出投资最优时机和最优的投资规模的函数表达式,并用数值解分析了其变化特征.
According to the theory of marginal return descending, the optimal timing of investment and optimal capacity of investment function have been found under uncertain in future by stochastic processes and real options approach, and its movement characteristics have been analyzed by the numerical solution.