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Optimal ordering policy for a price-setting newsvendor with option contracts under demand uncertainty
Wang, Chong; Chen, Xu - In: International journal of production research 53 (2015) 20, pp. 6279-6293
Persistent link: https://www.econbiz.de/10011422069
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Essays on derivatives pricing in incomplete markets
Gerer, Johannes - 2016
Persistent link: https://www.econbiz.de/10012128861
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A value-based approach to option pricing : the case of supply chain options
Zhao, Yingxue; Yang, Liu; Cheng, T. C. E.; Ma, Lijun; … - In: International journal of production economics 143 (2013) 1, pp. 171-177
Persistent link: https://www.econbiz.de/10009766162
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Risk hedging in a supply chain : option vs. price discount
Liu, Zhongyi; Chen, Lihua; Li, Ling; Zhai, Xin - In: International journal of production economics 151 (2014), pp. 112-120
Persistent link: https://www.econbiz.de/10010365234
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Option contract application in emergency supply chains
Rabbani, Masoud; Arani, Hamed Vafa; Rafiei, Hamed - In: International journal of services and operations management 20 (2015) 4, pp. 385-397
Persistent link: https://www.econbiz.de/10011403187
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Analytical valuation of vulnerable chained options
Zhang, Jiayi; Zhou, Ke - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014492006
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Taylor expansion for derivative securities pricing as a precondition for strategic market decisions
Burtnyak, Ivan; Malytska, Anna - In: Problems and perspectives in management : PPM ; … 16 (2018) 1, pp. 224-231
Persistent link: https://www.econbiz.de/10011958357
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The Pricing of Basket-Spread Options
Lau, C.S. - 2016
finding a multi-asset variant of their closed-form option pricing formula. In this paper, we generalize the Kirk [Managing … Energy Price Risk, 1995] approximate formula for pricing a two-asset spread option to the case of a multi-asset basket …. Numerical examples demonstrate that the pricing and hedging errors are in general less than 1% relative to the benchmark results …
Persistent link: https://www.econbiz.de/10013005107
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On Pricing of Airbag Options
Hu, Min; Hu, Shuiyi; Qin, Cong; Zhou, Fan - 2022
In this paper, we propose a pricing model for airbag options including discrete monitoring, time-varying barriers …
Persistent link: https://www.econbiz.de/10014239662
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Optional Intermediaries and Pricing Restraints
Liu, Chang; Niu, Fengshi; White, Alexander - 2021
When a platform is an optional intermediary, should it require price coherence, i.e., that sellers charge the same price to the platform’s users as they charge their direct customers? If the platform does this, how will it affect consumers’ and overall welfare? In a model leveraging insight...
Persistent link: https://www.econbiz.de/10013229883