Option contract design and risk analysis: supplier's perspective

DOI10.1142/S0217595918500173zbMATH Open1405.90012OpenAlexW2802775571WikidataQ129980911 ScholiaQ129980911MaRDI QIDQ4565271FDOQ4565271

Qing Wu, Yi Feng

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

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

zbMATH Keywords

optionsmean-variancerisk analysis

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

Cites Work

• The Newsboy Problem under Alternative Optimization Objectives
• Efficient Supply Contracts for Fashion Goods with Forecast Updating and Two Production Modes
• Contracting to Assure Supply: How to Share Demand Forecasts in a Supply Chain
• Backup Agreements in Fashion Buying—The Value of Upstream Flexibility

Cited In (4)

• Risk minimization inventory model with a profit target and option contracts under spot price uncertainty
• 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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