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Subject
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Inventory model 1 Lagerhaltungsmodell 1 Lagermanagement 1 Martingal 1 Martingale 1 Option pricing theory 1 Optionspreistheorie 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1 Warehouse management 1 forward commitments 1 jumps with stochastic volatility and intensity 1 market-based approach 1 newsvendor model 1 optimum inventory control 1 real-asset martingale valuation 1
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Type of publication
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Chang, Carolyn 1 Chang, Jack S. K. 1 Shi, Min 1
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Journal of the Operational Research Society : OR 1
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ECONIS (ZBW) 1
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A market-based martingale valuation approach to optimum inventory control in a doubly stochastic jump-diffusion economy
Chang, Jack S. K.; Chang, Carolyn; Shi, Min - In: Journal of the Operational Research Society : OR 66 (2015) 3, pp. 405-420
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