Option contract design and risk analysis: supplier's perspective

DOI10.1142/S0217595918500173MaRDI QIDQ4565271zbMATH OpenOpenAlexWikidataFDO

Authors Yi Feng, Qing Wu

Publication date 11 June 2018

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595918500173

zbMATH Keywords

optionsmean-variancerisk analysis

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

Recommendations

• Mean-variance analysis of option contracts in a two-echelon supply chain
• Impact of risk attitude on optimal decisions in supply contracts with options
• Multisources risk management in a supply chain under option contracts
• Mean-variance trade-offs in supply contracts
• Multiperiod production and ordering policies for a retailer-led supply chain through option contracts

Cites work

• Backup Agreements in Fashion Buying—The Value of Upstream Flexibility
• Contracting to assure supply: how to share demand forecasts in a supply chain
• Efficient supply contracts for fashion goods with forecast updating and two production modes
• The Newsboy Problem under Alternative Optimization Objectives

Cited in

(7)

• Impact of risk attitude on optimal decisions in supply contracts with options
• Mean-variance analysis of option contracts in a two-echelon supply chain
• Risk minimization inventory model with a profit target and option contracts under spot price uncertainty
• Impacts of put option contract and supply chain structure in a multi-period supply chain with uncertain demand
• Coordinating Vulnerable Supply Chains with Option Contracts
• Decision-Making on the Supply Chain of Fresh Agricultural Products with Two-Period Price and Option Contract
• Benefit and risk analysis of consignment contracts

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