Valuing Operational Flexibility Under Exchange Rate Risk

DOI10.1287/opre.44.1.100zbMath0847.90067OpenAlexW2038428061MaRDI QIDQ4883206

Arnd Huchzermeier, Morris A. Cohen

Publication date: 13 October 1996

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.44.1.100

zbMATH Keywords

stochastic dynamic programmingswitching costsexchange rateoperational hedgingstochastic diffusion processesglobal manufacturing strategy optionssupply chain network designs

Mathematics Subject Classification ID

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