基于期权博弈的企业价值边界均衡演化分析

来源 :中国工业经济 | 被引量 : 0次 | 上传用户:chiyulong2000
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本文应用期权博弈理论,对企业在面对市场环境不确定和竞争者行为不确定情况下企业价值边界的动态均衡演化过程做了深入分析。结果表明,企业价值边界确定在企业等待的期权价值与抢先的战略价值相均衡之处。企业抢先行动或等待都会引起不确定因素的变化,从而引起上述两类价值曲线的位移或曲率变化,并使得企业价值边界表现出动态均衡变化。而不同的不确定状况又决定了企业不同的策略行动,即是变得强硬而抢先,还是变得温和而等待,从而企业可以通过相机抉择保持可持续竞争优势,实现企业价值最大化。 This paper applies the option game theory to make an in-depth analysis of the dynamic equilibrium evolution of the firm’s value boundary in the face of uncertain market conditions and uncertain competitor behavior. The results show that the value boundary of the firm determines the balance between the value of the option waiting for the firm and the preemptive strategic value. Enterprises move ahead or wait for a long time, which will lead to the change of uncertainties. As a result, the displacement or curvature of these two types of value curves will change, and the dynamic changes of the enterprise value boundaries will be shown. The different uncertainties in turn determine the different strategic actions of enterprises, that is, they become tough and take the lead, or become mild and wait, so that enterprises can choose to maintain a sustainable competitive advantage of the camera, to maximize corporate value.
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