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本文使用了博弈的思想,研究当水量需求和水价都是随机变量的情况下,风险中性的市场参与主体希望达到自身利润最大化时购买或出售期权契约的最优决策,构建了水期权契约交易主体决策过程,得出了供水公司提供的水期权契约参数应满足的条件,并运用博弈理论求出了用水户分别在期权水市场和现货水市场购买水量的解析解,最后通过算例分析验证了该理论模型的有效性。
In this paper, the idea of game is used to study the optimal decision of buying or selling option contract when risk-neutral market participants want to maximize their profits when both water demand and water price are random variables. The main body of the transaction decision-making process, obtained the water company to provide the water option contract parameters should meet the conditions and the use of game theory to find the water user respectively in the option water market and spot water market, the purchase of water analytical solution, and finally through a case study The validity of the theoretical model is verified.