不确定条件下的生产外包时机研究

陈丹梅

不确定条件下的生产外包时机研究

引用本文：陈丹梅.不确定条件下的生产外包时机研究[J].财经理论与实践,2015,(1):59-63

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作者	单位
陈丹梅	(上海财经大学金融学院，上海200433)

中文摘要:不确定条件下的生产外包具有期权特征。考虑价格与成本都具有不确定性，借助实物期权方法建立了生产外包决策模型，对外包时机进行了研究，得到了期权价值与外包阈值公式。通过数值模拟，分析了相关系数、波动率对阈值及波动率对期权价值的影响。

中文关键词:外包实物期权不确定性外包时机

Research on Production Outsourcing Timing under Uncertainty

Abstract:Outsourcing of production under uncertainty has the option features. Corresponding to the uncertainty of price and cost, an outsourcing valuation model is established by using the real option approach to research on the outsourcing timing. The formulas of option value and outsourcing threshold are obtained. In addition, the effects of the volatility and correlation coefficient on the outsourcing threshold and the volatility on the option value are analyzed through the numerical simulation.

keywords:Outsourcing Real option Uncertainty Outsourcing timing

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