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基于期权定价的高铁与传统快递的Stackelberg博弈模型

杨雯 张荣

铁道科学与工程学报2018,Vol.15Issue(1):39-44,6.
铁道科学与工程学报2018,Vol.15Issue(1):39-44,6.

基于期权定价的高铁与传统快递的Stackelberg博弈模型

Stackelberg game model based on option pricing for crh express and traditional express

杨雯 1张荣1

作者信息

  • 1. 上海海事大学 科学研究院,上海 201306
  • 折叠

摘要

Abstract

In this paper, the pricing strategy of the two echelon supply chain that is composed of the traditional express company and the high-speed railway express company was studied. The option theory is introduced into the pricing model of the CRH express company, and the optimal pricing strategy of the traditional express company is analyzed. The results show that: the option order quantity decreases with the increase of the option price, and the initial order quantity increases with the increase of the price of the option. When the current power order quantity is greater than zero, the expected profit of the CRH express company increases with the increase of the price of the option.

关键词

高铁快递/期权理论/定价模型/Stackelberg博弈

Key words

CRH express/option pricing model/pricing model/Stackelberg game

分类

交通工程

引用本文复制引用

杨雯,张荣..基于期权定价的高铁与传统快递的Stackelberg博弈模型[J].铁道科学与工程学报,2018,15(1):39-44,6.

基金项目

上海市科学技术委员会工程中心能力提升资助项目(14DZ2280200) (14DZ2280200)

铁道科学与工程学报

OA北大核心CSCDCSTPCD

1672-7029

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