Valuing Operational Flexibility Under Exchange Rate Risk
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Publication:4883206
DOI10.1287/opre.44.1.100zbMath0847.90067MaRDI 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
stochastic dynamic programming; switching costs; exchange rate; operational hedging; stochastic diffusion processes; global manufacturing strategy options; supply chain network designs
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