| 一种基于期权合约和现货市场的零售商采购模型研究 |
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| 引用本文： | 赵霞,黄培清.一种基于期权合约和现货市场的零售商采购模型研究[J].科学技术与工程,2009,9(4). |
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| 作者姓名： | 赵霞 黄培清 |
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| 作者单位： | 上海交通大学安泰管理学院,上海,200030 |
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| 摘 要： | 期权可以提供给零售商一定的灵活性以应对不确定的市场因素.文章分析了现货市场和期权合约市场同时存在时零售商采购的最优购买策略.通过数值实例对决策模型中的关键因素进行了敏感性分析,进一步验证了关键因素对期权最优采购量的影响.
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| 关 键 词： | 期权 合约市场 现货市场 |
Model for Retailer's Procurement Based on Option Contract and Spot Market |
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| ZHAO Xia,HUANG Pei-qing.Model for Retailer's Procurement Based on Option Contract and Spot Market[J].Science Technology and Engineering,2009,9(4). |
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| Authors: | ZHAO Xia HUANG Pei-qing |
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| Institution: | Antai Management School;Shanghai Jiaotong University;Shanghai 20030;P.R.China |
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| Abstract: | Option contract can provide added flexibility for retailers to deal with the uncertain market.The best procurement strategy of retailers is analyzed based on spot market and option contract.The sensitivity analysis of the key factors with numerical examples is illustrated to verify the impact of the key factors on the optimal procurement quantity of option. |
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| Keywords: | option contract spot market contract market |
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