Financial contract structures and production decision: an option-based optimization

DOI10.1080/02522667.2005.10699641MaRDI QIDQ5696461zbMATH OpenOpenAlexFDO

Authors Min Luo, Jyh-Horng Lin, Li-Hung Wu

Publication date 18 October 2005

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.2005.10699641

zbMATH Keywords

Block-Scholes valuationcommodity loanconventional loan

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

Recommendations

• Optimal contracts
• Research on optimal financial and production decisions in a cash-constrained supply chain
• Optimal debt contracts and the single-crossing condition
• The dynamic structure of optimal debt contracts
• FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY

Cites work

• The pricing of options and corporate liabilities

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