Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands (Q378784)
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scientific article; zbMATH DE number 6225994
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| English | Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands |
scientific article; zbMATH DE number 6225994 |
Statements
Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands (English)
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12 November 2013
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inventory penalty functions
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martingale
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overage
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risk-neutral pricing
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underage
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0.7334910035133362
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0.732560932636261
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0.7313704490661621
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0.7252453565597534
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