基于期权定价的逆向主导型供应链协调机制被引量：1

Reverse-oriented Supply Chain Coordination Mechanism Based on Market-oriented Option Pricing

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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. 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.

作者赵金实郑晓涛王浣尘

机构地区上海交通大学安泰经济与管理学院上海师范大学金融学院

出处《河北工业大学学报》 CAS 2008年第2期33-38,共6页 Journal of Hebei University of Technology

基金国家自然科学基金重大项目(70450001)

关键词供应链期权整体优化协调机制 supply chain option integrated optimization coordination mechanism

分类号 F224 [经济管理—国民经济]

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