风险厌恶下农产品的期权契约定价研究

摘要

以一个“农户+超市”的二级供应链为研究对象,探讨了农户风险厌恶情况下供应链期权契约价格参数的设计问题采取均值-方差方法来度量农户的风险厌恶程度对其利润的影响,最终得到其期权契约定价参数与风险厌恶程度有关并日该期权契约可以实现供应链的协调.%In this paper, we studied the design nf the supply chain options contractual pricing parameters when the farmer were risk averse, measured the influence of the degree of risk aversion of the farms on their profit and finally roncluded that the options. contrartual prirng parameters were related to the degree of risk aversion and the options contract could collaborate the supply chain.