Multiperiod portfolio procurement problem with option contracts
Xu Chen and Nana Wan
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Xu ; Wan, Nana |
| Published in: |
IEEE transactions on engineering management : EM. - New York, NY : IEEE, ISSN 0018-9391, ZDB-ID 160438-7. - Vol. 68.2021, 4, p. 1072-1088
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| Subject: | Dynamic programming | operational management | option contracts | portfolio procurement | replenishment policy | Beschaffung | Procurement | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Vertrag | Contract | Optionsgeschäft | Option trading | Mathematische Optimierung | Mathematical programming | Vertragstheorie | Contract theory | Optionspreistheorie | Option pricing theory | Öffentlicher Auftrag | Public contract |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1109/TEM.2019.2923526 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012631150