The valuation of options on capacity with cost and demand uncertainty
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Publication:819084
DOI10.1016/j.ejor.2004.11.017zbMath1116.90041OpenAlexW2025013936MaRDI QIDQ819084
Arnd Huchzermeier, Stefan Spinler
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
risk sharingcapacity optioncapital-intensive industrydated services and non-storable goodsforward contracts
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