Separation results for multi-product inventory hedging problems
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Publication:286002
DOI10.1007/s10479-013-1473-6zbMath1336.90012OpenAlexW1995114443MaRDI QIDQ286002
Peter L. Jackson, Johannes Wissel, Yuemeng Sun
Publication date: 19 May 2016
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-013-1473-6
Related Items (3)
Optimal allocation of a fixed production under price uncertainty ⋮ Financial hedging and competitive strategy for value-maximizing firms under quantity competition ⋮ Supply chain network equilibrium with strategic financial hedging using futures
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- On the minimal martingale measure and the möllmer-schweizer decomposition
- Supply Contracts with Financial Hedging
- Optimal Control and Hedging of Operations in the Presence of Financial Markets
- Guest editorial
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