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考虑期权合同的生鲜农产品批发商的最优订货
引用本文:王婧,陈旭.考虑期权合同的生鲜农产品批发商的最优订货[J].系统工程理论与实践,2010,30(12):2137-2144.
作者姓名:王婧  陈旭
作者单位:电子科技大学 经济与管理学院, 成都 610054
基金项目:高等学校博士学科点专项科研基金
摘    要:针对生鲜农产品流通过程的巨大损耗,引入期权合同工具,从批发商角度研究单周期两阶段供应链的最优订货策略.分别建立不考虑期权和考虑期权的模型,以最大化期望利润为目标,得到其最优订货量和最大期望利润都存在并且唯一.经模型比较得到:不考虑期权的最优订货量大于考虑期权的最优产品订货量,小于考虑期权的总订货量;考虑期权的最大期望利润大于不考虑期权的最大期望利润.经数值分析得到:考虑期权前后的最大期望利润都与产品损耗率、订货周期成反比,其中,考虑期权的最大期望利润随参数的增大而减少的幅度相对更慢些.

关 键 词:生鲜农产品  流通损耗  期权合同  风险管理  供应链管理  
收稿时间:2009-09-13

Fresh produce wholesaler's optimal procurement decisions with options contracts
WANG Jing,CHEN Xu.Fresh produce wholesaler's optimal procurement decisions with options contracts[J].Systems Engineering —Theory & Practice,2010,30(12):2137-2144.
Authors:WANG Jing  CHEN Xu
Institution:School of Management and Economics, University of Electronic Science & Technology of China, Chengdu 610054, China
Abstract:This paper focused on the huge circulation wastage, and discussed the fresh produce optimal procurement decisions from wholesaler with two-stage chain in one period. Maximizing the profit models both without options and with options contracts, paper get each optimal ordering quantity and the maximum profit is exist and only. The conclusions with comparing are following, the optimal ordering quantity without options is more than the optimal ordering quantity with options, and is less than the total ordering quantity with options. The maximum profit with options is more than the without options' one. The conclusions after numerical study are following, both maximum profits are negative correlative to the circulation wastage rate and ordering period, the maximum profit with options is less influence by the parameter than the without options' one.
Keywords:fresh produce  circulation wastage  options contracts  risk management  supply chain management  
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