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实物期权方法在国际生产外包决策中的应用 被引量:1

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摘要 生产外包的期权价值和汇率的变动率、产品市场价格的变动率、市场需求的变动率及外包成本的变动率是正相关的,而与自制成本的变动率是负相关的。当市场汇率的变动率增加、需求的变动率增加、价格的不确定性增加、或者外包成本的不确定性增加,或者自制成本的变动率降低,国际生产外包就越有利。本文研究表明实物期权方法对生产外包决策是一种好工具,能够有效地估计外包的期权价值。
机构地区 中南大学商学院
出处 《统计与决策》 CSSCI 北大核心 2007年第10期158-159,共2页 Statistics & Decision
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参考文献5

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同被引文献13

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