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期权-博弈方法在产学研协同创新利益分配中的应用
引用本文:王 欣,刘 蔚,李款款.期权-博弈方法在产学研协同创新利益分配中的应用[J].科技管理研究,2018(5).
作者姓名:王 欣  刘 蔚  李款款
作者单位:东北电力大学经济管理学院
基金项目:教育部人文社会科学研究规划基金项目“基于知识管理的高校科技成果转化机理及对策研究”(13YJA630094);吉林省科技发展计划项目“吉林省产学研协同创新机制及技术转移体系构建研究”(20150418007FG);吉林省教育科学规划项目“创新高等学校科技成果转化机制和推广模式研究”(GH112168);东北电力大学研究生创新基金项目“基于期权-博弈方法的产学研合作利益分配研究”(Y2016024)
摘    要:将期权和博弈作为整体方法研究产学研协同创新的多方利益分配问题。根据各投资阶段的期权种类并基于实物期权的复合性,采用三叉树期权定价模型评估不同合作方式下项目的复合实物期权收益,运用合作博弈理论研究期权收益如何在各主体间进行分配。采用初等无穷小量阶数估计以及随机分析法求解得到的三叉树期权定价模型,考虑战略决策和管理柔性的价值,与Shapley值法结合并改进该方法在分配合作剩余时忽略风险的不足,并确保按各方贡献程度划分收益。

关 键 词:产学研协同创新  利益分配  三叉树期权定价  合作博弈
收稿时间:2017/6/7 0:00:00
修稿时间:2018/2/12 0:00:00

The Application of Option-Game Method in Profit Distribution of Collaborative Innovation of Industry University Research
Abstract:Taking option and game as a holistic approach to study the multi-agent interest distribution problem of collaborative innovation in industry university research. According to the option types in different investment stages, and based on the compound nature of the real options, the trinomial tree option pricing model is used to evaluate the income of compound real options under different forms of cooperation, and the cooperation game theory is used to study how the option income is distributed among the subjects. The trinomial tree option pricing model is obtained by using the elementary infinitesimal order estimation and stochastic analysis method, and the value of strategic decision and management flexibility is considered. By combining the trinomial option pricing model with the Shapley value method, improves the shortage of the Shapley value method without considering the risk in the distribution of cooperative surplus, and ensures that the profit is divided according to the contribution degree of each party.
Keywords:collaborative innovation of industry university research  profit distribution  trinomial tree option pricing  cooperative game
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