Option pricing and coordination in the fresh produce supply chain with portfolio contracts

DOI10.1007/S10479-016-2167-7MaRDI QIDQ513580zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

pricingsupply chain managementcall option contractsfresh produce

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Inventory, storage, reservoirs (90B05)

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Cites work

• Application of planning models in the agri-food supply chain: A review
• Coordination of supply chains by option contracts: a cooperative game theory approach
• Developing a multi-period robust optimization model considering American style options
• 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
• Log-concave probability and its applications
• Modelling and analysis of inventory replenishment for perishable agricultural products with buyer-seller collaboration
• 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
• Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options
• Option theory and modeling under uncertainty
• Risk hedging via option contracts in a random yield supply chain
• The valuation of options on capacity with cost and demand uncertainty

Cited in

(30)

• Bidirectional options in random yield supply chains with demand and spot price uncertainty
• 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
• Price and cold-chain service decisions versus integration in a fresh agri-product supply chain with competing retailers
• Decision-Making on the Supply Chain of Fresh Agricultural Products with Two-Period Price and Option Contract
• Decisions and coordination of retailer-led fresh produce supply chain under two-period dynamic pricing and portfolio contracts
• 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
• Portfolio procurement policies for budget-constrained supply chains with option contracts and external financing
• Decision and coordination in a dual-channel three-layered green supply chain

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