Optimal forward contract design for inventory: a value-of-waiting analysis
type: Item
instance of: scholarly article
title: Optimal Forward Contract Design for Inventory: A Value-of-Waiting Analysis
zbMATH Open document ID: 1448.90008
DOI: 10.1007/978-3-030-28972-0_4
author: Roy O. Davies
author: A. J. Ostaszewski
published in: Ulam Type Stability
publication date: 2020-09-09T00:00:00Z
full work available at URL: https://arxiv.org/abs/1904.04725
Mathematics Subject Classification ID: 90B05
Mathematics Subject Classification ID: 90B30
Mathematics Subject Classification ID: 62R07
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 7245306
zbMATH Keywords: value of waiting
zbMATH Keywords: censor functional equation
zbMATH Keywords: optimal forward contract
zbMATH Keywords: optimal exercise price
zbMATH Keywords: optimal timing
zbMATH Keywords: comparative statics
zbMATH Keywords: asymptotic approximation
zbMATH Keywords: martingale
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2936412818
cites work: Q3331506
cites work: Q3678942
cites work: Multi-factor dynamic investment under uncertainty
cites work: Q3206104
cites work: Q4350437
cites work: Ulam Type Stability
cites work: Q4748890
cites work: Q4235027
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description: scientific article; zbMATH DE number 7245306