Mean-variance analysis of option contracts in a two-echelon supply chain

DOI10.1016/J.EJOR.2018.05.033zbMath1403.90195OpenAlexW2803934225MaRDI QIDQ724136

Wenyan Zhuo, Lusheng Shao, Honglin Yang

Publication date: 25 July 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2018.05.033

zbMATH Keywords

supply chain managementrisk constraintsupply chain coordinationmean-variance modeloption contract

Mathematics Subject Classification ID

Transportation, logistics and supply chain management (90B06) Inventory, storage, reservoirs (90B05) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites Work

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