The valuation of options on capacity with cost and demand uncertainty

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

zbMATH Keywords

risk sharingcapacity optioncapital-intensive industrydated services and non-storable goodsforward contracts

Mathematics Subject Classification ID

Related Items (20)

A review of coordination studies in the context of supply chain dynamics ⋮ Horizontal coordinating contracts in the semiconductor industry ⋮ `Too little' or `Too late': the timing of supply chain demand collaboration ⋮ Outsource planning through option contracts with demand and cost uncertainty ⋮ An analysis of partially-guaranteed-price contracts between farmers and agri-food companies ⋮ Coordination of port service chain with an integrated contract ⋮ Capacity reservation under supply uncertainty ⋮ Optimizing an objective function under a bivariate probability model ⋮ Optimal ordering and pricing strategies in the presence of a B2B spot market ⋮ Outsource planning with asymmetric supply cost information through a menu of option contracts ⋮ Multi-period distribution networks with purchase commitment contracts ⋮ A scheduling model of logistics service supply chain based on the time windows of the FLSP's operation and customer requirement ⋮ Proactive and reactive purchasing planning under dependent demand, price, and yield risks ⋮ Option pricing and coordination in the fresh produce supply chain with portfolio contracts ⋮ An option contract for vaccine procurement using the SIR epidemic model ⋮ Real options in operations research: a review ⋮ A composite contract based on buy back and quantity flexibility contracts ⋮ Strategic capability investments and competition for supply contracts ⋮ Analysis of industry equilibria in models with sustaining and disruptive technology ⋮ Coordination of supply chains with bidirectional option contracts

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