英文标题:
《Research on fresh agriculture product based on overconfidence of the
  retailer under options and spot markets dominated》
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作者:
Kai Nie and Man Yu
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最新提交年份:
2013
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英文摘要:
  In this article, we analyze the application of options contract in special commodity supply chain such as fresh agricultural products. This problem is discussed in the point of the retailer. When spot market and future market are both available, we discuss how the retailer chooses the optimal production. Furthermore, overconfidence is introduced to the supply chain of the fresh agricultural products, which has not happened before. Then,based on the overconfidence of the retailer, we explore how overconfidence affects the supply chain system under different circumstances. At last, we get the conclusion that different overconfidence level has different affection on retailer\'s optimal ordering quantity and profit. 
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中文摘要:
本文分析了期权合同在生鲜农产品等特殊商品供应链中的应用。这个问题是从零售商的角度讨论的。当现货市场和期货市场都可用时,我们讨论零售商如何选择最优产品。此外,过度自信被引入新鲜农产品的供应链,这是以前从未发生过的。然后,基于零售商的过度自信,探讨了在不同情况下过度自信对供应链系统的影响。最后,我们得出结论,不同的过度自信水平对零售商的最优订货量和利润有不同的影响。
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分类信息:
一级分类:Computer Science        计算机科学
二级分类:Computational Engineering, Finance, and Science        计算工程、金融和科学
分类描述:Covers applications of computer science to the mathematical modeling of complex systems in the fields of science, engineering, and finance. Papers here are interdisciplinary and applications-oriented, focusing on techniques and tools that enable challenging computational simulations to be performed, for which the use of supercomputers or distributed computing platforms is often required. Includes material in ACM Subject Classes J.2, J.3, and J.4 (economics).
涵盖了计算机科学在科学、工程和金融领域复杂系统的数学建模中的应用。这里的论文是跨学科和面向应用的,集中在技术和工具,使挑战性的计算模拟能够执行,其中往往需要使用超级计算机或分布式计算平台。包括ACM学科课程J.2、J.3和J.4(经济学)中的材料。
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一级分类:Quantitative Finance        数量金融学
二级分类:General Finance        一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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