期权执行价格可变的VMI供应链中零售商收益的研究_吴丽娜.pdfVIP

12 4 Vol. 12 No. 4 2009 8 IndustrialEngineering Journal August 2009 VM I , ( , 230009) : , , , , VM I , , VM I : ; ; : F2 3. 2 : A : 1007-737 ( 2009) 04-0032-04 OnRetailer sProfit underVendorManaged Inventory withVariableOption Executive Price Wu Li-na, Zhou Y ong-w u ( School ofM anagem ent, H efeiUn iversity of Technology, H efei 230009, Ch ina) Abstract: In the existing techniques, the executive option price is considered to be an invariable, wh ich is not true in the reality. By using the relevant option pricingmodels and methodology together, a new model is proposed for vendor managed inventory ( VM I). W ith the new mode,l a retailer s purchasing decision can bemade w ith variable option executive price, variable option price, and variable option buying tmi e by observing themarket for some tmi e. Numerical analysis show s that, by using the proposedmode,l it can in- crease retailer s profit. ey words: option; variable executive price; vendormanaged inventory( VM I) , [ 7] , , Huang , , , , Van Delft [ 8] CV ial J P. A [ 1] , , Cacho-n G PLariviereM A Crouhy[ 2-3] , [ 4] Peleg , ,