Trinomial tree based option pricing model in supply chain financing

DOI10.1007/S10479-021-04294-8MaRDI QIDQ6148712zbMATH OpenOpenAlexFDO

Authors Huo Yunzhang, Carman K. M. Lee, Zhang Shuzhu

Publication date 8 February 2024

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-021-04294-8

zbMATH Keywords

financing rateoption pricesupply chain financetrinomial tree

Mathematics Subject Classification ID

Transportation, logistics and supply chain management (90B06) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites work

• Coordinating loan strategies for supply chain financing with limited credit
• Financing and coordination strategies for a manufacturer with limited operating and green innovation capital: bank credit financing versus supplier green investment
• scientific article; zbMATH DE number 7088115 (Why is no real title available?)
• Modeling of financial supply chain
• Multinomial Approximating Models for Options with k State Variables
• Optimal operational strategies of capital-constrained supply chain with logistics service and price dependent demand under 3PL financing service
• Optimal Stackelberg strategies for financing a supply chain through online peer-to-peer lending
• Option pricing and coordination in the fresh produce supply chain with portfolio contracts
• Retailer's pricing and lot sizing policy for exponentially deteriorating products under condition of permissible delay in payments
• Stochastic integral
• Supply chain financing using blockchain: impacts on supply chains selling fashionable products

Cited in

(1)

• Blockchain-enabled supply chain finance model: a study of the dual-channel closed-loop supply chain of electronic products

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