Through using fuzzy set theory, the use of normal fuzzy number is expected to express the present value of cash flow, and we make use of lattice closeness degree to construct weighted vectors. At last, we construct a new type of real option pricing method. 通过利用模糊集理论,使用正态模糊数表示预期现金流收益现值,并提出利用格贴近度构造权向量,构造出一种新型实物期权定价方法。