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有期权条件下的易逝品订购策略研究

The Optimal Ordering Quantity for Perishable Products with Put Option
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摘要 在现实生活中,有大量的易逝品存在.由于易逝品价值递减的特性和需求的不确定性,使易逝品的订购较为困难并可能在期末由于未能出售导致零售商蒙受巨大的损失.作者将期权引入了易逝品订购之中,以最大化期望收益为目标,给出了易逝品最优订购数量. There are numerous perishable products in riorating nature of consumer goods, it is very difficult our life. Because of the stochastic nature of demand and the detedetermine the order quantity of perishable product. The supplier may undertake huge losses by the large amount perishable products that do not sell by the end of expiration date. This paper introduced the put option in the perishable ordering. And by the objective of maximizing of expected revenue, the optimal revenue ordering quantity was given. This optimal quantity was compared with the quantity with no put option by the in different demand quantity.
作者 陈建芳
出处 《绍兴文理学院学报》 2007年第7期27-30,共4页 Journal of Shaoxing University
关键词 易逝品 期权 最优订购数 perishable product put option ordering quantity
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参考文献9

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