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Supply Chain Profit Research Based on Variable Option Exercise Price

Author: WuLiNa
Tutor: ZhouYongWu
School: Hefei University of Technology
Course: Management Science and Engineering
Keywords: Options Exercise price is variable VMI Supply chain revenue
CLC: F274
Type: Master's thesis
Year: 2009
Downloads: 96
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Abstract

This thesis comes from Universities in Guangdong Province SOCIAL key research base of major projects and the National Natural Science Foundation of China. The supply chain is made up of independent accounting corporate members, and between members often lead to the overall revenue of the entire supply is low, and decreased activity inconsistent with the interests of each target, especially in the case of economic unrest. Therefore, how to coordinate the supply chain system, to avoid the risk, improve the income, and an important task for the management of the supply chain. The introduction of the options is to stimulate investors to invest in the supply chain, is now an important means to coordinate the supply chain and the option contract management of the supply chain of the important issues of the supply chain management. There are two main of the main problems in the supply chain management: \\options were in-depth study, and obtained a large number of research interests optimization Guang University with the pursuit of the ultimate goal of their research focus on pricing issues, the number of flexible, issues such as optimal order quantity and the optimal order quantity for its universality have attracted much attention. Supply chain revenue model based on the strike price variable mainly from the investment risks and benefits of optimization to explore two aspects. Existing literature suggests that, study the options in the supply chain problems mainly in the the standard bullish European option between a single supplier and a single retailer, consider the option exercise price variable to study the ordering time variable less, and more much is given general analytical framework, the lack of specific analysis. However, the actual economic activity between members of the supply chain interaction mutually game, and the market is constantly changing, needs to constantly adjust closer to the practice of considering the vendors market wait-and-see period before making ordering. In this sense, this paper is mainly to do the work of the following three areas: (1) to consider only a supplier and a retailer's supply chain, supplier allows retailers to order options for some time watching the market and then deduced the option exercise price and the law of the option price changes over time, and further deduced retailer revenue optimization conditions in this case. After comparing the revenue of the retailer in this condition better than the option exercise price unchanged income. (2) in the first point on the basis of further analysis, in the formulation of the option exercise price and the option price coefficient determination method and theory, concrete analysis of the relevant parameters for solving a numerical example. (3) a detailed analysis of the supplier of the option exercise price is variable circumstances of decision steps, by example has been the supplier of optimal decision last better than the option exercise comparing the income of the suppliers in the supply chain The conclusion of the proceeds under the same price.

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