Contingent Claims Contracting for Purchasing Decisions in Inventory Management
From MaRDI portal
Publication:3754402
DOI10.1287/OPRE.34.6.864zbMath0617.90016OpenAlexW2137234912MaRDI QIDQ3754402
Charles S. Tapiero, Peter H. Ritchken
Publication date: 1986
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.34.6.864
Related Items (18)
The valuation of options on capacity with cost and demand uncertainty ⋮ Single machine scheduling under market uncertainty ⋮ Contract coordination in dual sourcing supply chain under supply disruption risk ⋮ An optimal put option contract for a reverse supply chain: case of remanufacturing capacity uncertainty ⋮ Portfolio procurement policies for budget-constrained supply chains with option contracts and external financing ⋮ A Simple Survey for Supply Chain Finance Risk Management with Applications of Blockchain ⋮ Flexible supply policy with options and capacity constraints ⋮ Value at risk and inventory control ⋮ Outsourcing and capacity planning in an uncertain global environment ⋮ Coordination of supply chain with one supplier and two competing risk-averse retailers under an option contract ⋮ Mechanisms of collaboration in the hotel supply chain: two-stage ordering contract and option contract ⋮ Hybrid power generation supply chain financing and purchasing strategies with option hedging against disruption ⋮ Utility functions based on net present worth ⋮ Modeling supplier selection and the use of option contracts for global supply chain design ⋮ Risk-averse order policies with random prices in complete market and retailers' private information ⋮ Options procurement policy for option contracts with supply and spot market uncertainty ⋮ Coordination of supply chains with bidirectional option contracts ⋮ Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management
This page was built for publication: Contingent Claims Contracting for Purchasing Decisions in Inventory Management