FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY
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Recommendations
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Cites work
- A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
- A distribution-free theory of nonparametric regression
- A model of optimal portfolio selection under liquidity risk and price impact
- A regression-based Monte Carlo method to solve backward stochastic differential equations
- A solution approach to valuation with unhedgeable risks
- A valuation algorithm for indifference prices in incomplete markets
- DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
- Dynamic monetary risk measures for bounded discrete-time processes
- Explicit solutions of some utility maximization problems in incomplete markets
- Explicit solutions to an optimal portfolio choice problem with stochastic income
- Horizon-unbiased utility functions
- On the Starting and Stopping Problem: Application in Reversible Investments
- On the convergence from discrete to continuous time in an optimal stopping problem.
- Optimal switching problem for countable Markov chains: Average reward criterion
- Optimization of consumption with labor income
- Utility Maximization with Discretionary Stopping
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
- Valuing American options by simulation: a simple least-squares approach
Cited in
(15)- Combined custom hedging: optimal design, noninsurable exposure, and operational risk management
- scientific article; zbMATH DE number 5066537 (Why is no real title available?)
- On the Integration of Production and Financial Hedging Decisions in Global Markets
- Optimal Control and Hedging of Operations in the Presence of Financial Markets
- An optimal multiple stopping approach to infrastructure investment decisions
- Utility indifference pricing and hedging for structured contracts in energy markets
- Integrated operational and financial hedging with capacity reshoring
- Financial hedging and competitive strategy for value-maximizing firms under quantity competition
- Financing flexibility: the case of outsourcing
- Financial contract structures and production decision: an option-based optimization
- Time-varying firm cash holding and economic policy uncertainty nexus: a quantile regression approach
- Flexary operations
- Pricing Asset Scheduling Flexibility using Optimal Switching
- Operational flexibility and financial hedging: complements or substitutes?
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
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