本文關(guān)鍵詞： 期權(quán)博弈 班輪航線開(kāi)辟 仿真　出處：《大連海事大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

【摘要】：集裝箱運(yùn)輸作為一種年輕的運(yùn)輸方式,問(wèn)世大半個(gè)世紀(jì),其在海運(yùn)方式中的比重不斷上升,使傳統(tǒng)的海運(yùn)發(fā)生了革命性變化。班輪公司開(kāi)辟一條航線,為爭(zhēng)取穩(wěn)定貨源,保證定時(shí)定線定港等基本要求,并為客戶提供“門(mén)到門(mén)”的運(yùn)輸服務(wù)等,需要付出較大成本和較長(zhǎng)的時(shí)間代價(jià),這些優(yōu)勢(shì)一旦形成就成為進(jìn)入該市場(chǎng)的障礙,集裝箱班輪運(yùn)輸市場(chǎng)產(chǎn)品差別化逐漸增大和客戶忠誠(chéng)度較高的特點(diǎn)無(wú)形中提高了新企業(yè)進(jìn)入該市場(chǎng)的門(mén)檻,使得大部分航線的市場(chǎng)都屬于一個(gè)寡頭壟斷的市場(chǎng)。由此可見(jiàn),集裝箱班輪航線是時(shí)機(jī)把握困難、風(fēng)險(xiǎn)較大的航運(yùn)項(xiàng)目投資,是航運(yùn)業(yè)經(jīng)營(yíng)管理中最重要的環(huán)節(jié)之一。 基于以上背景,本文提出了目前在理論研究上比較成熟的期權(quán)博弈方法,來(lái)分析集裝箱班輪航線的開(kāi)辟?zèng)Q策,期權(quán)博弈的方法實(shí)際上是在把博弈論的分析框架融入到實(shí)物期權(quán)理論,把競(jìng)爭(zhēng)因素加入到實(shí)物期權(quán)中來(lái)評(píng)估項(xiàng)目,其中不確定性是主要的解決問(wèn)題,期權(quán)博弈把這個(gè)問(wèn)題帶來(lái)的期權(quán)價(jià)值和博弈產(chǎn)生的競(jìng)爭(zhēng)優(yōu)勢(shì)進(jìn)行比較,最后可以得出優(yōu)化的項(xiàng)目決策使用期權(quán)博弈方法的目的在于,尋找一種市場(chǎng)環(huán)境下,航運(yùn)經(jīng)營(yíng)者在面臨競(jìng)爭(zhēng)時(shí)的一種投資策略。 文章主要通過(guò)對(duì)期權(quán)博弈中Huisma和Kort模型的改進(jìn),對(duì)兩種壟斷模型,即對(duì)稱雙頭模型和不對(duì)稱模型進(jìn)行分析,給出兩種模型的均衡策略分析,分析在不同程度的產(chǎn)品更新?lián)Q代對(duì)投資決策的影響,并應(yīng)用軟件Matlab7.14.0.739(R2012a)進(jìn)行仿真分析。得出了一般性結(jié)論。
[Abstract]:Container transportation is a young mode of transportation, the advent of more than half a century, the proportion of the sea's rising, the traditional shipping revolutionized. Liner companies to open a route for the stable supply, ensure timing line port and other basic requirements, and to provide "door to door" transportation service for customers, the need to pay greater costs and longer time cost, these advantages once formation has been entering the market barriers, the intangible product characteristics of container liner transport market differentiation and high customer loyalty increases gradually improve the new enterprises to enter the market threshold, making the most of the market belongs to a route oligopoly market. Thus, the container shipping route timing, shipping project risk investment is the most important management in shipping ring One of the festivals.
Based on the above background, this paper puts forward the theoretical research of mature option game method, to analyze the container liner routes opened up the decision, the real option method is in fact the analysis framework of game theory into real option theory, the competitive factors added to the real option to evaluate the project, which is uncertain to solve the main problems, compare the option game problem game option value and competitive advantage, finally can get the optimal decision-making using option game method is to find a market environment, an investment strategy of shipping operators in the face of competition.
This article mainly through the improvement of the Huisma and Kort model of option game in the monopoly model of the two symmetric and asymmetric duopoly model analysis model, analysis of equilibrium gives two kinds of model, analysis the influence of upgrade on investment decision in different products, and the application software of Matlab7.14.0.739 (R2012a) were simulated and analyzed. General conclusions.

【學(xué)位授予單位】：大連海事大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：U695.22

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