단일 기간 2단계 의사결정 시점을 가지는 공급사슬의 주문 유연성을 위한 하이브리드옵션 설계

Abstract

SCM offers an opportunity to mitigate internal and external uncertainties from a market dynamics, a diversity of customer needs, and a rapid progress of technology innovation. Although the SCM is obviously one of the most advanced management methodologies for optimization of a supply chain, it is always necessary for us to consider question of what makes the SCM hard and how to overcome the difficulty from many uncertainties, for more effective management or to encourage further business activities. The major risks in a supply chain mostly come from a mismatch of supply and demand when a demand is uncertainly changed. In this paper, we proposed a supply contract using hybrid option from a new and extensive angle on a supply contract problem. We formulated a hybrid option contract which is a combination of a call and put option contract, By the option, a buyer can return purchased goods or order additionally according to demand change. And we examined the hybrid option's effectiveness from a viewpoint of maximization of total expected profits of a supply chain and found that it is clear that the hybrid model should be selected for a whole supply chain it a supplier is in strong partnership with a buyer.