摘要
构建了一个考虑风险规避货运代理商的期权定价两阶段Stackelberg博弈模型,分析航空公司的最优定价决策以及货运代理商的最优期权定购量和购买量.分析结果表明:风险规避货运代理商的航空货运运用期权契约可以有效规避成本增加和现货市场运价上涨的风险,提高双方的收益,实现社会的帕累托最优.
The two stage Stackelberg model is established based on the assumption that freight forwarders are risk aversion. Then the article analyzes the optimal pricing of the airfreight carrier and the optimal option order quantity and option purchase quantity of the intermediary. The analysis shows that air cargo industry under risk aversion applying option contracts can effectively avoid the risk of cost increasing and spot price rising and can increase revenue of the whole system and further achieve the Pareto optimal of society.
出处
《系统工程理论与实践》
EI
CSSCI
CSCD
北大核心
2010年第2期264-271,共8页
Systems Engineering-Theory & Practice
基金
国家自然科学基金(70371019
70571033)
关键词
期权契约
收益管理
航空货运
实物期权
option contract
revenue management
air cargo
real option
