| 基于期权定价的逆向主导型供应链协调机制 |
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| 引用本文： | 赵金实,郑晓涛,王浣尘.基于期权定价的逆向主导型供应链协调机制[J].河北工业大学学报,2008,37(2):33-38. |
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| 作者姓名： | 赵金实 郑晓涛 王浣尘 |
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| 作者单位： | 1. 上海交通大学,安泰经济与管理学院,上海,200030
2. 上海师范大学,金融学院,上海,200030 |
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| 摘 要： | 在传统的供应链期权契约模型基础上,通过引进市场利率、现货价格波动率和期权期限这3个重要的期权定价影响因素,分析逆向主导型供应链的决策机制和决策过程,计算出使供应链整体利润优化的下游企业定价策略和采购决策,以及供应商的产能安排策略.最后,对新建模型进行数值仿真分析,进一步验证其有效性.
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| 关 键 词： | 供应链 期权 整体优化 协调机制 |
| 文章编号： | 1008-2373(2008)02-0033-06 |
| 修稿时间： | 2007年10月9日 |
Reverse-oriented Supply Chain Coordination Mechanism Based on Market-oriented Option Pricing |
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| ZHAO Jin-shi,ZHENG Xiao-tao,WANG Huan-chen.Reverse-oriented Supply Chain Coordination Mechanism Based on Market-oriented Option Pricing[J].Journal of Hebei University of Technology,2008,37(2):33-38. |
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| Authors: | ZHAO Jin-shi ZHENG Xiao-tao WANG Huan-chen |
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| Affiliation: | ZHAO Jin-shi 1,ZHENG Xiao-tao 2,WANG Huan-chen 1 ( 1. Aetna College of Economics , Management,Shanghai Jiaotong University,Shanghai 200030,China,2. Finance College,Shanghai Normal University,China ) |
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| Abstract: | We focus on reverse-oriented supply chain coordination mechanism based on market-oriented option pricing. We build the decision model through analyzing the market and the decision mechanism. Finally we calculate the retailer's pricing and ordering strategy under equilibrium state and the supplier's production planning. |
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| Keywords: | supply chain option integrated optimization coordination mechanism |
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