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价格随机条件下的应急双向期权数量弹性契约
引用本文:鲁声威.价格随机条件下的应急双向期权数量弹性契约[J].工业工程,2019,22(1):61-68.
作者姓名:鲁声威
作者单位:国防科技大学系统工程学院,湖南长沙,410073
摘    要:旨在用期权应对批发价格波动的风险,用数量弹性契约来应对市场价格和市场需求随机波动带来的风险,探索双向期权数量弹性契约协调供应链的内在规律。将双向期权契约与数量弹性契约相融合,协调批发价、市场价格和市场需求均随机波动的供应链,寻找最优的供应链决策,并进行了算例仿真。研究结果表明:在批发价格波动时,采用双向期权弹性契约比采用基准数量弹性契约效果更好。双向期权弹性契约可以协调批发价格和市场价格均随机的供应链。

关 键 词:价格随机  双向期权  数量弹性契约  供应链协调
收稿时间:2018-06-21

A Bidirectional Option Flexibility Contract for Emergency under Stochastic Price
LU Shengwei.A Bidirectional Option Flexibility Contract for Emergency under Stochastic Price[J].Industrial Engineering Journal,2019,22(1):61-68.
Authors:LU Shengwei
Affiliation:School of Systems Engineering, National University of Defense Technology, Changsha 410073, China
Abstract:Aiming to deal with the risk of wholesale price fluctuation with options and the risk caused by the random fluctuation of market price and market demand with quantity flexibility contracts, the internal law of the coordination supply chain with bidirectional option quantity flexibility contracts is explored. The bidirectional option contract and quantity flexibility contract are integrated, and the supply chain with random fluctuation of wholesale price, market price and market demand is coordinated to find the optimal supply chain decision. The simulation example is given. The results show that the bidirectional option flexibility contract is more effective than the base quantity flexibility contract when the wholesale price fluctuates. The bidirectional option flexibility contract can coordinate supply chain with both wholesale price and market price.
Keywords:stochastic price  bidirectional option  quantity flexibility contract  supply chain coordination  
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