Pages that link to "Item:Q5387980"
From MaRDI portal
The following pages link to Optimal Control and Hedging of Operations in the Presence of Financial Markets (Q5387980):
Displaying 13 items.
- Separation results for multi-product inventory hedging problems (Q286002) (← links)
- Operations-finance interface models: a literature review and framework (Q319489) (← links)
- Mean-variance hedging with oil futures (Q377447) (← links)
- Joint optimal ordering and weather hedging decisions: mean-CVaR model (Q539482) (← links)
- Financial hedging and competitive strategy for value-maximizing firms under quantity competition (Q1639300) (← links)
- Capacity decisions with debt financing: the effects of agency problem (Q1753667) (← links)
- A multi-stage financial hedging approach for the procurement of manufacturing materials (Q1926875) (← links)
- Supply chain network equilibrium with strategic financial hedging using futures (Q1991222) (← links)
- Hedging demand and supply risks in the newsvendor model (Q2018116) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management (Q5030999) (← links)
- Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls (Q5144797) (← links)
- An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)