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期权卖方动态合成期货的实证研究
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作者 谢安仁 《金融文坛》 2021年第6期311-313,共3页
传统的用期权合成期货是由两个期权组成,买入一份期权的同时卖出一份相同到期日和执行价格的期权,该组合构建的是对应期货或者现货标的的价格走势。而如何用期权卖方动态复制标的价格走势的方法是本文研究的重点。
关键词 期权 合成期货 delta动态调整
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Design of cost allocation rule for joint replenishment with controllable lead time
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作者 Shi Xuefei Wang Haiyan 《Journal of Southeast University(English Edition)》 EI CAS 2020年第4期453-464,共12页
To encourage retailers to form cooperative alliances to jointly replenish inventory,considering that the supplier provides a flexible lead time and quantity discount to retailers,a model of average total cost per unit... To encourage retailers to form cooperative alliances to jointly replenish inventory,considering that the supplier provides a flexible lead time and quantity discount to retailers,a model of average total cost per unit time of periodic joint replenishment is constructed,and an approximate algorithm,which can satisfy the requirement of any given precision,is given.The cost allocation rule in the core of the joint replenishment game is designed based on the cooperative game theory.The numerical experiment results show that the proposed algorithm can quickly solve the joint replenishment problem when the item number is not greater than 640.The retailer's cost saving rate is always greater than 0,and it increases with the increase in quantity discount and fixed cost after adopting the given cost allocation rule.With the increase in the safety stock level,the retailer's cost saving rate increases first and then decreases;and the retailer's cost saving rate increases with the increase in the size of the alliance,but it decreases as the number of product category increases.The proposed cost allocation rule can reduce the retailer's cost up to 20%,which is conducive to forming a cooperative coalition. 展开更多
关键词 joint replenishment controllable lead time cost allocation cooperative game
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Logistics Management based on Supply Chain Management
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作者 Wu Su 《International Journal of Technology Management》 2013年第9期42-44,共3页
Logistics is an important part of the supply chain and connect all aspects of the supply chain throughout it, which has become business cooperation ties. In the process of developing supply chain logistics strategy, g... Logistics is an important part of the supply chain and connect all aspects of the supply chain throughout it, which has become business cooperation ties. In the process of developing supply chain logistics strategy, generally require attention to the following questions: To segment customers, we should determine the appropriate level of customer service, such as order cycle, inventory levels and other modes of transport for different types of clients; Group products according to sales on them, we can take different strategies for each category of products. Order entry, order execution and delivery job processing accounted for a large proportion of logistics activities, which requires technology and management to make the entire processes of supply chain logistics more efficient, especially for the interface area between members of enterprises. We can eliminate redundant work by integrating flow, improve logistics efficiency. 展开更多
关键词 LOGISTICS Supply Chain MANAGEMENT
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