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| 基于双向期权的供应链柔性契约模型 | |
| 引用本文： | 胡本勇,王性玉,彭其渊.基于双向期权的供应链柔性契约模型[J].管理工程学报,2008,22(4):79-84. |
| 作者姓名： | 胡本勇 王性玉 彭其渊 |
| 作者单位： | 1. 电子科技大学经济与管理学院,四川,成都,610054 2. 河南大学工商管理学院,河南,开封,475001 3. 西南交通大学交通运输学院,四川,成都,610031 |
| 基金项目： | 国家社会科学基金 |
| 摘 要： | 对需求不确定性大、生产提前期长、销售季节短的产品的供应链合作问题,建立了基于双向期权的单期两级供应链数量柔性契约模型,研究得出了销售商最优初始订货量和期权购买量,而且与单向看涨期权契约相比,销售商的期权购买量减小,初始订货量增加,但总的预期订货量减小.供应商的最优产量需综合考虑产品的正常生产模式和快速生产模式的成本,以及销售商执行期权的预期.供应商的生产不确定受销售商执行期权的相关性影响,降低相关性可以降低生产风险.双向期权契约能够提高销售商的采购柔性、降低市场风险,但也减少了部分收益.供应商增加了部分风险,同时也获得收益补偿.最后.通过数值算例分析了论文中的研究结论. |
| 关 键 词： | 供应链 双向期权 柔性契约 |
Supply Chain Flexibility Contract Model Based on Bidirectional Options |
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| HU Ben-yong,WANG Xing-yu,PENG Qi-yuan.Supply Chain Flexibility Contract Model Based on Bidirectional Options[J].Journal of Industrial Engineering and Engineering Management,2008,22(4):79-84. | |
| Authors: | HU Ben-yong WANG Xing-yu PENG Qi-yuan |
| Institution: | HU Ben-yong~1,WANG Xing-yu~2,PENG Qi-yuan~3(1.School of Economics , Management,University of Electronic Science , Technology of China,Chengdu 610054,China,2.College of Business Administration,Henan University,Kaifeng 475001,3.School of Traffic , Transportation Southwest Jiaotong University,Chengdu 610031,China) |
| Abstract: | For a single-period two-stage supply chain cooperation,in which the product is characterized by high demand uncertainties,long lead-times and short selling seasons,we set up a model of quantity flexibility contract with bidirectional options.We firstly obtain retailers' optimal initial order quantity and options purchasing quantity.Compared with the unilateral options contract,we prove that while the optimal initial order quantity is increasing,the optimal options purchasing quantity and the total quantity ... |
| Keywords: | supply chain bidirectional options flexibility contract |
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