Joint optimal ordering and weather hedging decisions: mean-CVaR model (Q539482)
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scientific article; zbMATH DE number 5900869
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| English | Joint optimal ordering and weather hedging decisions: mean-CVaR model |
scientific article; zbMATH DE number 5900869 |
Statements
Joint optimal ordering and weather hedging decisions: mean-CVaR model (English)
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30 May 2011
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newsvendor
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weather risk hedging
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weather option
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mean-CVaR
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0.7954625487327576
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0.7560616135597229
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0.7550113797187805
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0.7487165927886963
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