价格随机条件下看涨期权折扣契约的应急供应链协调研究

doi:10.3969/j.issn.1007-7375.2020.02.017

摘要/Abstract

摘要： 在突发事件造成市场需求与市场价格均随机波动的条件下，将期权与数量折扣契约融合，形成一种新的期权折扣契约，并用看涨期权折扣契约模型来协调供应链。通过海塞矩阵判断得知供应链存在最优决策，并进行算例分析。结果表明：当突发事件引起市场需求增加时，看涨期权折扣契约和数量折扣契约均能有效地提升供应链收益，且看涨期权折扣契约提升的幅度更大；当突发事件引起市场需求缩小时，2种契约均不能扭转整个供应链收益大幅下降的局面，且看涨期权折扣契约下降的幅度更大。为获取超额利润，决策者必须充分获取市场信息并对市场需求进行准确的预测才能使新的契约机制更有效。在新的前提条件下，看涨期权折扣契约模型能有效地协调供应链并提高整个供应链系统的绩效。该契约实现了风险共担和收益双赢，在一定程度上提升了供应链的柔性。

关键词: 价格随机, 期权契约, 数量折扣契约, 海塞矩阵, 供应链协调

Abstract: Under the condition that emergencies cause random fluctuations in market demand and market price, the option and quantity discount contract are integrated into a new option discount contract, and a call option discount contract model is used to coordinate the supply chain. It is known that the supply chain has an optimal decision through Hessian Matrix, and the example analysis is given. The results show that both the call option discount contract and the quantity discount contract can effectively improve the revenue of the supply chain when the market demand is increased due to emergencies, and the increase of the call option discount contract is greater. When the market demand is reduced due to an emergency, neither of the two contracts can reverse the situation that the revenue of the whole supply chain decreases significantly, and the discount contract of call option declines even more. In order to obtain the excess profit, the decision maker must obtain the market information sufficiently and forecast market demand accurately to make the new contract mechanism more effectively. Under the new premise, the call option discount contract model can effectively coordinate the supply chain and improve the performance of the whole supply chain system. This contract realizes risk sharing and benefit win-win and improves the flexibility of supply chain to some extent.

Key words: price randomization, option contract, quantity discount contract, Hessian Matrix, supply chain coordination

中图分类号:

F406.7

黄冬宏, 吴双胜, 刘浪. 价格随机条件下看涨期权折扣契约的应急供应链协调研究[J]. 工业工程, 2020, 23(2): 133-141.

HUANG Donghong, WU Shuangsheng, LIU Lang. A Research on Emergency Supply Chain Coordination of Call Option Discount Contract under Price Randomization[J]. Industrial Engineering Journal, 2020, 23(2): 133-141.

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