摘要
为了规避风险,投标参与动态联盟的企业可以选择与供应商签订定金合同以避免商品价格波动带来的损失。为了合理确定定金的数值,本文将定金合同看成一种复合期权,建立了求解定金大小的数学模型,从而可以利用看涨期权的计算方法求出定金的近似解。这样,就为企业签订定金合同提供了理论依据,避免了盲目性。
In order to avoid risk, an enterprise to bid for a
virtual cntcrprise can make a contract with its provider and pay
some money in advance to ensure that it can buy goods at a fixed
price. This problem can be considered as a call option. Then the
option value of the contract can be calculated. The result can be
used for signing a reasonable and fair contract.
出处
《上海管理科学》
2003年第6期14-15,共2页
Shanghai Management Science
