A cross-docking terminal enables consolidating and sorting fast-moving products along supply chain networks and reduces warehousing costs and transportation efforts. The target efficiency of such logistic systems results from synchronizing the physical and information flows while scheduling...

In this paper, we consider a novel and efficient method to price equity-linked guaranteed minimumdeath benefits (GMDB) with European-style geometric Asian and arithmetic Asian payoffs. In thesituation of continuous transition of market economy, we assume that the underlying asset price...

The increasing adoption of Digital Assets (DAs), such as Bitcoin (BTC), rises the need for accurate option pricing models. Yet, existing methodologies fail to cope with the volatile nature of the emerging DAs. Many models have been proposed to address the unorthodox market dynamics and frequent...