供应链期权合同分类综述  

A survey of supply chain option contracts classification

作　　者：孟令全[1] 周永务[1] 

机构地区：[1]合肥工业大学管理学院,安徽合肥230009

出　　处：《合肥工业大学学报（自然科学版）》2009年第5期674-679,共6页Journal of Hefei University of Technology：Natural Science

基　　金：国家自然科学基金资助项目(70771034);"新世纪优秀人才支持计划"资助项目(NCET-05-0557);高等学校博士学科点专项科研基金资助项目(20060359007);高等学校全国优秀博士学位论文作者2005年专项资金资助项目(200565)

摘　　要：由于市场需求的不确定性,零售商的订购策略和供应商的供给策略都将面临较大的风险;设计一种能够让双方共同承担风险的策略是理论界和实业界的一个难题,而期权因其弹性被学者们所青睐,期权合同是实现供应链协调、抵御风险和共享收益的一种形式;文章介绍了供应链期权合同的重要性,并对供应链期权合同进行了简单的分类,在此基础上进行综述研究,最后提出了供应链期权合同未来的研究方向。Because of the uncertainties of the market demands, the retailers＇ ordering strategy and suppliers＇ supply strategy will face greater risks, therefore, how to design a strategy which shares the risks between both sides is a difficult problem for the theoretical researchers and the business circle to slove. Option is favored by scholars because of its flexibility, and option contracts are a form to a- chieve supply chain coordination, resist risks and share profits. This paper introduces the importance of supply chain option contracts,and simple classification of supply chain option contracts is given. A detailed review of supply chain option contracts is offered, and the supply chain option contracts in the future research are put forward.

关 键 词：供应链 期权合同 看涨期权 看跌期权 双向期权 

分 类 号：O227[理学—运筹学与控制论]