Option pricing and coordination in the fresh produce supply chain with portfolio contracts
From MaRDI portal
Publication:513580
DOI10.1007/s10479-016-2167-7zbMath1406.91455OpenAlexW2298993559MaRDI QIDQ513580
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
Inventory, storage, reservoirs (90B05) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items
Impact of RFID Technology on Coordination of a Three-Tier Fresh Product Supply Chain ⋮ 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 ⋮ Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory ⋮ A violent market price contract for agribusiness supply chain ⋮ Price and cold-chain service decisions versus integration in a fresh agri-product supply chain with competing retailers ⋮ Optimal decision and coordination of fresh e-commerce supply chain considering double loss ⋮ The role of put option contracts in supply chain management under inflation ⋮ Enabling socially responsible operations: a decision-making model for a firm contracting with decision-biased smallholders ⋮ Stackelberg equilibrium strategies and coordination of a low‐carbon supply chain with a risk‐averse retailer ⋮ Managing the supply disruption risk: option contract or order commitment contract? ⋮ Trinomial tree based option pricing model in supply chain financing ⋮ An optimal put option contract for a reverse supply chain: case of remanufacturing capacity uncertainty ⋮ Portfolio procurement policies for budget-constrained supply chains with option contracts and external financing ⋮ Multiperiod production and ordering policies for a retailer-led supply chain through option contracts ⋮ Managing foreign exchange risk with buyer-supplier contracts ⋮ Bidirectional options in random yield supply chains with demand and spot price uncertainty ⋮ Joint inspection and inventory control for deteriorating items with time-dependent demand and deteriorating rate ⋮ Entry of online presale of fresh produce: a competitive analysis ⋮ 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 ⋮ Coordinating a three-level supply chain with effort and price dependent stochastic demand under random yield ⋮ Decision and coordination in a dual-channel three-layered green supply chain
Cites Work
- The valuation of options on capacity with cost and demand uncertainty
- Developing a multi-period robust optimization model considering American style options
- Coordination of supply chains by option contracts: a cooperative game theory approach
- Option theory and modeling under uncertainty
- Optimal bidding and contracting strategies for capital-intensive goods
- 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
- Dual sourcing using capacity reservation and spot market: optimal procurement policy and heuristic parameter determination
- Joint dynamic pricing and investment strategy for perishable foods with price-quality dependent demand
- Application of planning models in the agri-food supply chain: A review
- Log-concave probability and its applications
- 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