Mean-variance analysis of option contracts in a two-echelon supply chain
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Publication:724136
DOI10.1016/J.EJOR.2018.05.033zbMATH Open1403.90195OpenAlexW2803934225MaRDI QIDQ724136FDOQ724136
Wenyan Zhuo, Lusheng Shao, Honglin Yang
Publication date: 25 July 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.05.033
Derivative securities (option pricing, hedging, etc.) (91G20) Inventory, storage, reservoirs (90B05) Transportation, logistics and supply chain management (90B06) Financial applications of other theories (91G80)
Cites Work
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Cited In (21)
- A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
- Blockchain adoption strategy in a platform dual-channel supply chain with risk-averse sellers
- Risk hedging via option contracts in a random yield supply chain
- A continuous approximation approach for supply network design considering radio frequency identification adoption
- Loss-averse supply chain decisions with a capital constrained retailer
- Market targeting with social influences and risk aversion in a co-branding alliance
- Weather rebate contracts for different risk attitudes of supply chain members
- Risk minimization inventory model with a profit target and option contracts under spot price uncertainty
- Advertising and Pricing Policies in a Two-Echelon Supply Chain with a Capital-Constrained Retailer
- Is a `free lunch' a good lunch? The performance of zero wholesale price-based supply-chain contracts
- Coordinating Vulnerable Supply Chains with Option Contracts
- Bargaining equilibrium in a two-echelon supply chain with a capital-constrained retailer
- Risk hedging via options contracts for physical delivery
- Stackelberg equilibrium strategies and coordination of a low‐carbon supply chain with a risk‐averse retailer
- Effects of disruption risk on a supply chain with a risk-averse retailer
- Influences of risk-aversion behavior and purchasing option in a cross-border dual-channel supply chain
- Decision-Making on the Supply Chain of Fresh Agricultural Products with Two-Period Price and Option Contract
- Optimal pricing in on-demand-service-platform-operations with hired agents and risk-sensitive customers in the blockchain era
- Mean-variance trade-offs in supply contracts
- Mean-variance analysis of wholesale price contracts with a capital-constrained retailer: trade credit financing vs. bank credit financing
- Low-carbon strategies in dual-channel supply chain under risk aversion
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