| 制造柔性的期权特征及其经济价值度量方法 |
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| 引用本文： | 王明方,谈毅,仝允桓.制造柔性的期权特征及其经济价值度量方法[J].管理工程学报,2007,21(2):64-68. |
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| 作者姓名： | 王明方 谈毅 仝允桓 |
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| 作者单位： | 清华大学技术创新研究中心,北京,100084 |
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| 摘 要： | 本文分析了制造柔性的内涵,对其从生产状态变化的目标和产生来源进行了分类,并对制造柔性从期权的视角重新加以了表述.然后提出当存在市场需求、产品价格和可变成本三种不确定源的情形下制造柔性的多阶段期权定价模型,最后结合蒙特卡洛法实现了对项目投资决策阶段柔性经济价值的度量.
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| 关 键 词： | 产品柔性 工艺柔性 产量柔性 转换期权 蒙特卡洛 |
| 文章编号： | 1004-6062(2007)02-0064-05 |
| 修稿时间： | 2005年1月18日 |
Option Feature and Economic Valuation Measurement of Manufacturing Flexibility |
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| WANG Ming-fang,TAN Yi,TONG Yun-huan.Option Feature and Economic Valuation Measurement of Manufacturing Flexibility[J].Journal of Industrial Engineering and Engineering Management,2007,21(2):64-68. |
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| Authors: | WANG Ming-fang TAN Yi TONG Yun-huan |
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| Abstract: | In this article the connotative meaning of manufacturing flexibility is disclosed and an attempt is made to classify manufacturing flexibility according to a mixed logic of the object and the origination of production states.Manufacturing flexibility is restated from the view of switching option.On the assumption that there are three kinds of uncertainties:(1) market demand(2) product prices(3) variable costs,a multistage option price model combined with Monte Carlo method is designed to measure the value of manufacturing flexibility in project investment. |
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| Keywords: | manufacturing flexibility switching options Monte Carlo |
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