The valuation of options on capacity with cost and demand uncertainty
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Publication:819084
DOI10.1016/J.EJOR.2004.11.017zbMATH Open1116.90041OpenAlexW2025013936MaRDI QIDQ819084FDOQ819084
Authors: Stefan Spinler, Arnd Huchzermeier 
Publication date: 22 March 2006
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2004.11.017
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risk sharingcapacity optioncapital-intensive industrydated services and non-storable goodsforward contracts
Cites Work
- The pricing of options and corporate liabilities
- Cournot competition, forward markets and efficiency
- The quantity flexibility contract and supplier-customer incentives
- Optimal procurement strategies for online spot markets.
- Optimal bidding and contracting strategies for capital-intensive goods
- Contracting to assure supply: how to share demand forecasts in a supply chain
- Capacity choice and allocation: strategic behavior and supply chain performance
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sourcing decisions with capacity reservation contracts
- Flexible and risk-sharing supply contracts under price uncertainty
- Valuing Operational Flexibility Under Exchange Rate Risk
- Capacity reservation for capital-intensive technologies. An options approach.
- Reducing Buyer Search Costs: Implications for Electronic Marketplaces
- Contingent Claims Contracting for Purchasing Decisions in Inventory Management
Cited In (28)
- A review of coordination studies in the context of supply chain dynamics
- A composite contract based on buy back and quantity flexibility contracts
- Real options in operations research: a review
- Optimizing an objective function under a bivariate probability model
- Proactive and reactive purchasing planning under dependent demand, price, and yield risks
- An option contract for vaccine procurement using the SIR epidemic model
- Analysis of industry equilibria in models with sustaining and disruptive technology
- Horizontal coordinating contracts in the semiconductor industry
- Managing manufacturing risks by using capacity options
- Take-or-pay contract valuation under price and private uncertainty
- Coordination of port service chain with an integrated contract
- `Too little' or `Too late': the timing of supply chain demand collaboration
- Outsource planning through option contracts with demand and cost uncertainty
- Dynamic capacity planning using strategic slack valuation
- An analysis of partially-guaranteed-price contracts between farmers and agri-food companies
- Supplier competition with option contracts for discrete blocks of capacity
- Risk hedging via options contracts for physical delivery
- Outsource planning with asymmetric supply cost information through a menu of option contracts
- Sourcing flexibility, spot trading, and procurement contract structure
- Optimal ordering and pricing strategies in the presence of a B2B spot market
- Multi-period distribution networks with purchase commitment contracts
- Capacity reservation under supply uncertainty
- A scheduling model of logistics service supply chain based on the time windows of the FLSP's operation and customer requirement
- Capacity reservation for capital-intensive technologies. An options approach.
- Option pricing and coordination in the fresh produce supply chain with portfolio contracts
- Capacity options for revenue management. Theory and applications in the air cargo industry
- Strategic capability investments and competition for supply contracts
- Coordination of supply chains with bidirectional option contracts
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