Option pricing and coordination in the fresh produce supply chain with portfolio contracts
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Publication:513580
DOI10.1007/S10479-016-2167-7zbMATH Open1406.91455OpenAlexW2298993559MaRDI QIDQ513580FDOQ513580
Authors: Chong Wang, Xu Chen
Publication date: 7 March 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-016-2167-7
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Derivative securities (option pricing, hedging, etc.) (91G20) Inventory, storage, reservoirs (90B05)
Cites Work
- Option theory and modeling under uncertainty
- Log-concave probability and its applications
- Optimal bidding and contracting strategies for capital-intensive goods
- Dual sourcing using capacity reservation and spot market: optimal procurement policy and heuristic parameter determination
- Application of planning models in the agri-food supply chain: A review
- Modelling and analysis of inventory replenishment for perishable agricultural products with buyer-seller collaboration
- Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options
- The valuation of options on capacity with cost and demand uncertainty
- Coordination of supply chains by option contracts: a cooperative game theory approach
- Developing a multi-period robust optimization model considering American style options
- Optimal production and procurement decisions in a supply chain with an option contract and partial backordering under uncertainties
- Risk hedging via option contracts in a random yield supply chain
- Joint dynamic pricing and investment strategy for perishable foods with price-quality dependent demand
Cited In (29)
- Entry of online presale of fresh produce: a competitive analysis
- Impact of RFID technology on coordination of a three-tier fresh product supply chain
- Trinomial tree based option pricing model in supply chain financing
- Managing foreign exchange risk with buyer-supplier contracts
- The impact of customer returns and bidirectional option contract on refund price and order decisions
- Mean-variance analysis of option contracts in a two-echelon supply chain
- Call, put and bidirectional option contracts in agricultural supply chains with sales effort
- An optimal put option contract for a reverse supply chain: case of remanufacturing capacity uncertainty
- Differentiation pricing and coordination policy of heterogeneous fresh agricultural products supply chain
- Managing the supply disruption risk: option contract or order commitment contract?
- Certify or not? An analysis of organic food supply chain with competing suppliers
- Online peer-to-peer lending platform and supply chain finance decisions and strategies
- Optimal decision and coordination of fresh e-commerce supply chain considering double loss
- A violent market price contract for agribusiness supply chain
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory
- Stackelberg equilibrium strategies and coordination of a low‐carbon supply chain with a risk‐averse retailer
- Enabling socially responsible operations: a decision-making model for a firm contracting with decision-biased smallholders
- Coordinating a three-level supply chain with effort and price dependent stochastic demand under random yield
- Multiperiod production and ordering policies for a retailer-led supply chain through option contracts
- Optimal ordering decisions of a crop seed supply chain with different contracts
- Decision-Making on the Supply Chain of Fresh Agricultural Products with Two-Period Price and Option Contract
- Price and cold-chain service decisions versus integration in a fresh agri-product supply chain with competing retailers
- Joint inspection and inventory control for deteriorating items with time-dependent demand and deteriorating rate
- The role of put option contracts in supply chain management under inflation
- Coordination mechanism combining supply chain optimization and rule in exchange
- Multi-period pricing and order decisions for fresh produce with option contracts
- Decision and coordination in a dual-channel three-layered green supply chain
- Portfolio procurement policies for budget-constrained supply chains with option contracts and external financing
- Bidirectional options in random yield supply chains with demand and spot price uncertainty
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