随机需求条件下基于期权交易的供应链协调模型

摘要/Abstract

摘要： 〖HT5”H〗摘要：〖HTSS〗期权契约作为一种供应链契约能使供应链达到协调。论文从基本的零售商订货模型出发，引入可交易的看涨期权，通过比较零售商的最优订货量和期权购买量，以及供应链整体的最优订货量和期权购买量，发现引入期权交易时，供应链达到最优订货时的利润总是大于零售商达到最优订货时的利润。并得出供应商可以通过调整期权契约参数来促使零售商主动将其最优订货量调节到协调时的供应链总体订货量水平的结论。

关键词: 期权交易, 供应链协调, 随机需求

Abstract: As a supply chain contract, option contracts can make a supply chain coordinated. Based on retailer ordering mode, by introducing the transaction of the call options and comparing the retailers optimal order quantity and options with that of the whole supply chain, it is found that, the profit obtained when the supply chain achieves optimal ordering is always greater than that obtained when retailers achieve optimal ordering. Finally, it concludes that, by adjusting the parameters of contract option, the supplier can make the retailer initiatively adjust the optimal order quantity to the order quantity level that is achieved when the supply chain is coordinated.

Key words: options trading, supply chain coordination, random demand

邓少灵. 随机需求条件下基于期权交易的供应链协调模型[J]. 工业工程, 2014, 17(3): 51-55.

Deng Shao-ling. A Research on Supply Chain Coordination Model Based on Options Trading under Random Demand[J]. Industrial Engineering Journal , 2014, 17(3): 51-55.

参考文献

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