| 国际供应链中基于数量柔性契约的订购策略 |
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| 引用本文： | 杨庆定 黄培清. 国际供应链中基于数量柔性契约的订购策略[J]. 上海理工大学学报(社会科学版), 2005, 27(5): 385-388 |
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| 作者姓名： | 杨庆定 黄培清 |
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| 作者单位： | 上海交通大学管理学院,上海200052 |
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| 基金项目： | 国家自然科学基金资助项目（70372056） |
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| 摘 要： | 分析了在汇率波动服从几何布朗运动、制造型企业对其客户不可缺货的情况下，制造型企业原材料的多阶段最优国际订购策略．通过构造无风险投资组合的方法，建立了企业生产项目的价值的一般模型，应用二项式模型对其求解，并通过算例仿真验证了模型及解法的有效性．
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| 关 键 词： | 数量柔性契约 项目价值 订购策略 |
Ordering strategy on the base of quantity flexible contract in international supply chain |
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| YANG Qing-ding,HUANG Pei-qing. Ordering strategy on the base of quantity flexible contract in international supply chain[J]. Journal of University of Shanghai For Science and Technilogy(Social Science), 2005, 27(5): 385-388 |
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| Authors: | YANG Qing-ding HUANG Pei-qing |
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| Affiliation: | School of Management, Shanghai Jiaotong University, Shanghai 200052, China |
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| Abstract: | Under the movement of exchange rate following geometric Brownian motion and no short supply of manufacturer to customer, the multi-stages optimal international order strategy of the manufacturer is analyzed. Firstly, the model of the value of manufacturing project is proposed by construction of riskless portfolio; then it is analyzed by binomial model; finally, a numerical example and its simulation are given to illustrate the application of the model and its algorithm. |
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| Keywords: | quantity flexible contract value of project ordering strategy |
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