| 基于期权与现货市场的生产商产量安排研究 |
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| 引用本文： | 李剑,黄培清. 基于期权与现货市场的生产商产量安排研究[J]. 哈尔滨商业大学学报(自然科学版), 2009, 25(2) |
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| 作者姓名： | 李剑 黄培清 |
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| 作者单位： | 上海交通大学,经济与管理学院,上海,200030;上海交通大学,经济与管理学院,上海,200030 |
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| 基金项目： | 国家自然科学基金，国家自然科学基金 |
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| 摘 要： | 运用博弈论及最优化方法,研究了现货市场与合约市场共存时,供应链厂商的运作策略,包括生产商的渠道选择与产量分配策略及采购厂商的采购策略等,得出了生产商最优产量与现货市场价格下限成正比等结论.
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| 关 键 词： | 现货市场 期权 产量 最优化 |
Manufacture output arrangement based on option and spot markets |
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| LI Jian,HUANG Pei-qing. Manufacture output arrangement based on option and spot markets[J]. Journal of Harbin University of Commerce :Natural Sciences Edition, 2009, 25(2) |
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| Authors: | LI Jian HUANG Pei-qing |
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| Affiliation: | School of Economics and Management;Shanghai Jiao Tong University;Shanghai 200030;China |
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| Abstract: | This paper makes use of game theory,as well as optimal method,discusses competition behavior of supply chain,including channel choice and output arrangement strategies of manufacturer as well as purchase strategies of buyer in coexistence of spot market and contract market,get result that the optimal output of manufacturer is proportional to lower limit price of spot market. |
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| Keywords: | spot market option output optimal |
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