| 基于数量柔性契约的制造型企业的最优国际订购策略 |
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| 引用本文： | 杨庆定,黄培清.基于数量柔性契约的制造型企业的最优国际订购策略[J].东华大学学报(自然科学版),2006,32(1):25-29. |
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| 作者姓名： | 杨庆定 黄培清 |
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| 作者单位： | 上海交通大学管理学院,上海,200052 |
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| 摘 要： | 分析了在汇率波动服从几何布朗运动、制造型企业对其客户可缺货的情况下，制造型企业原材料的多阶段最优国际订购策略。首先通过构造无风险投资组合的方法，建立了企业生产项目的价值的一般模型；然后应用二项式模型对其求解；最后通过算例仿真验证了模型及解法的有效性。
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| 关 键 词： | 数量柔性契约 缺货 项目的价值 订购策略 |
| 修稿时间： | 2004年8月24日 |
The Optimal International Order Strategy of the Manufacturer under Quantity Flexible Contract |
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| YANG Qing-ding,HUANG Pei-qing.The Optimal International Order Strategy of the Manufacturer under Quantity Flexible Contract[J].Journal of Donghua University,2006,32(1):25-29. |
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| Authors: | YANG Qing-ding HUANG Pei-qing |
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| Abstract: | Under the movement of exchange rate following geometric Brownian motion and short supply of manufacturer to the customer, the multi-stage optimal international order strategy of the manufacturer is analyzed. Firstly, the model of the value of manufacturing project is proposed by construction of riskless portfolio; then it is analyzed by binomial model; finally, a numerical example and its simulation are given to illustrate the application of the model and its algorithm. |
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| Keywords: | quantity flexible contract short supply the value of project order strategy |
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