看涨期权契约在非柔性供应链中的应用

The Application of Supply Contract with Call Options to an Inflexible Supply Chain

针对传统生产周期长、销售期短、需求不确定性高的产品供应链绩效表现不佳的问题,对看涨期权契约进行研究。建立期权契约下的供应链买卖双方最优决策模型,给出买方最优初始订货量和期权购买量,通过数值分析确定卖方最优期权定价。研究表明,看涨期权契约能够同时提高供应链参与成员的利润。

In view of the bad performance of traditional perishable goods with long circles, short sales periods and demand uncertainties in supply chain, the call option contract is studied in this paper. Based on the option contract, the optimal decision model for supply chain buyers and sellers is set up to get the optimal initial purchase order quantity and the number of options purchased for the buyers and then determine the seller＇s optimal option pricing. The study shows that the call option contracts can improve the profit of supply chain members at the same time.