Mean-variance analysis of option contracts in a two-echelon supply chain
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Recommendations
- Option contract design and risk analysis: supplier's perspective
- Coordination of supply chain with one supplier and two competing risk-averse retailers under an option contract
- Optimization and coordination in a service-constrained supply chain with the bidirectional option contract under conditional value-at-risk
- Multisources risk management in a supply chain under option contracts
- Risk hedging via option contracts in a random yield supply chain
Cites work
- A flexible contract strategy in a supply chain with an inflexible production mode
- A quantitative model for disruption mitigation in a supply chain
- Channel coordination using product returns for a supply chain with stochastic salvage capacity
- Coordination of supply chains by option contracts: a cooperative game theory approach
- Coordination of supply chains with bidirectional option contracts
- Financing the newsvendor: supplier vs. bank, and the structure of optimal trade credit contracts
- Mean-variance analysis of a single supplier and retailer supply chain under a returns policy
- Mean-variance analysis of sourcing decision under disruption risk
- Mean-variance analysis of supply chains under wholesale pricing and profit sharing schemes
- On the Value of Mitigation and Contingency Strategies for Managing Supply Chain Disruption Risks
- Option pricing and coordination in the fresh produce supply chain with portfolio contracts
- Outsource planning through option contracts with demand and cost uncertainty
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
- Supplier competition with option contracts for discrete blocks of capacity
- Supply chain coordination with risk sensitive retailer under target sales rebate
- Supply chain risk analysis with mean-variance models: a technical review
- Supply option contracts with spot market and demand information updating
Cited in
(34)- Risk hedging via options contracts for physical delivery
- Mean-risk analysis of wholesale price contracts with stochastic price-dependent demand
- Risk hedging via option contracts in a random yield supply chain
- Loss-averse supply chain decisions with a capital constrained retailer
- Effects of disruption risk on a supply chain with a risk-averse retailer
- Low-carbon strategies in dual-channel supply chain under risk aversion
- Risk minimization inventory model with a profit target and option contracts under spot price uncertainty
- Optimization and coordination in a service-constrained supply chain with the bidirectional option contract under conditional value-at-risk
- Optimal pricing in on-demand-service-platform-operations with hired agents and risk-sensitive customers in the blockchain era
- Is a `free lunch' a good lunch? The performance of zero wholesale price-based supply-chain contracts
- Mean-variance analysis of wholesale price contracts with a capital-constrained retailer: trade credit financing vs. bank credit financing
- Market targeting with social influences and risk aversion in a co-branding alliance
- Bargaining equilibrium in a two-echelon supply chain with a capital-constrained retailer
- Call, put and bidirectional option contracts in agricultural supply chains with sales effort
- Multisources risk management in a supply chain under option contracts
- Mean-variance analysis of supply chains under wholesale pricing and profit sharing schemes
- Mean-variance trade-offs in supply contracts
- Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options
- Option contract design and risk analysis: supplier's perspective
- Decision-Making on the Supply Chain of Fresh Agricultural Products with Two-Period Price and Option Contract
- Coordinating Vulnerable Supply Chains with Option Contracts
- A continuous approximation approach for supply network design considering radio frequency identification adoption
- Advertising and pricing policies in a two-echelon supply chain with a capital-constrained retailer
- Option mechanism supply chain risk management
- Stackelberg equilibrium strategies and coordination of a low‐carbon supply chain with a risk‐averse retailer
- A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
- Weather rebate contracts for different risk attitudes of supply chain members
- Blockchain adoption strategy in a platform dual-channel supply chain with risk-averse sellers
- Influences of risk-aversion behavior and purchasing option in a cross-border dual-channel supply chain
- Efficient resource sharing for strategic disaster preparedness
- Supply chain production and procurement strategies for the mixed contract with time flexibility and options
- The setting of risk prevention threshold of the perishable product supply chain with retailer's uncertain risk preference
- Strategic resilience investment for a metaverse supply chain
- Coordination of supply chains by option contracts: a cooperative game theory approach
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