水资源保护
水資源保護
수자원보호
WATER RESOURCES PROTECTION
2014年
5期
91-94
,共4页
南水北调东线工程%水权交易%美式看跌水期权%二叉树期权定价模型%节水灌溉技术
南水北調東線工程%水權交易%美式看跌水期權%二扠樹期權定價模型%節水灌溉技術
남수북조동선공정%수권교역%미식간질수기권%이차수기권정개모형%절수관개기술
Eastern Route of South-to-North Water Diversion Project%water rights transaction%American water rights put option%binary tree option pricing model%water-saving irrigation technology
提出将美式看跌水期权模式应用于南水北调东线工程水权交易市场，农业用水户运用二叉树定价模型对美式看跌期权各个阶段水价的波动以及期权价值进行分析，以做出对自身有益的决策。结果表明，南水北调东线工程水期权交易及其定价模型有利于激励节水灌溉技术的推广。
提齣將美式看跌水期權模式應用于南水北調東線工程水權交易市場，農業用水戶運用二扠樹定價模型對美式看跌期權各箇階段水價的波動以及期權價值進行分析，以做齣對自身有益的決策。結果錶明，南水北調東線工程水期權交易及其定價模型有利于激勵節水灌溉技術的推廣。
제출장미식간질수기권모식응용우남수북조동선공정수권교역시장，농업용수호운용이차수정개모형대미식간질기권각개계단수개적파동이급기권개치진행분석，이주출대자신유익적결책。결과표명，남수북조동선공정수기권교역급기정개모형유리우격려절수관개기술적추엄。
The American water rights put option model was applied to the water rights transaction market of the Eastern Route of the South-to-North Water Diversion Project .Agricultural water users used the binary tree pricing model to analyze the fluctuations of water price at various stages and the value of the American put option , in order to make decisions for their own benefit .This study shows that the water rights option transaction of the Eastern Route of South-to-North Water Diversion Project and the pricing model can contribute to the promotion of water-saving irrigation technology .
