工业工程
工業工程
공업공정
Industrial Engineering Journal
2014年
3期
51~55
,共null页
期权交易 供应链协调 随机需求
期權交易 供應鏈協調 隨機需求
기권교역 공응련협조 수궤수구
options trading;supply chain coordination;random demand
期权契约作为一种供应链契约能使供应链达到协调。论文从基本的零售商订货模型出发，引入可交易的看涨期权，通过比较零售商的最优订货量和期权购买量，以及供应链整体的最优订货量和期权购买量，发现引入期权交易时，供应链达到最优订货时的利润总是大于零售商达到最优订货时的利润。并得出供应商可以通过调整期权契约参数来促使零售商主动将其最优订货量调节到协调时的供应链总体订货量水平的结论。
期權契約作為一種供應鏈契約能使供應鏈達到協調。論文從基本的零售商訂貨模型齣髮，引入可交易的看漲期權，通過比較零售商的最優訂貨量和期權購買量，以及供應鏈整體的最優訂貨量和期權購買量，髮現引入期權交易時，供應鏈達到最優訂貨時的利潤總是大于零售商達到最優訂貨時的利潤。併得齣供應商可以通過調整期權契約參數來促使零售商主動將其最優訂貨量調節到協調時的供應鏈總體訂貨量水平的結論。
기권계약작위일충공응련계약능사공응련체도협조。논문종기본적령수상정화모형출발，인입가교역적간창기권，통과비교령수상적최우정화량화기권구매량，이급공응련정체적최우정화량화기권구매량，발현인입기권교역시，공응련체도최우정화시적리윤총시대우령수상체도최우정화시적리윤。병득출공응상가이통과조정기권계약삼수래촉사령수상주동장기최우정화량조절도협조시적공응련총체정화량수평적결론。
As a supply chain contract , option contracts can make a supply chain coordinated .Based on re-tailer ordering mode , by introducing the transaction of the call options and comparing the retailer＆#39;s optimal order quantity and options with that of the whole supply chain , it is found that, the profit obtained when the supply chain achieves optimal ordering is always greater than that obtained when retailers achieve opti -mal ordering.Finally, it concludes that, by adjusting the parameters of contract option , the supplier can make the retailer initiatively adjust the optimal order quantity to the order quantity level that is achieved when the supply chain is coordinated .
