The following pages link to Hsien-Jen Lin (Q342364):
Displaying 14 items.
- Investing in lead-time variability reduction in a collaborative vendor-buyer supply chain model with stochastic lead time (Q342365) (← links)
- Hedging processes for catastrophe options (Q457624) (← links)
- Reducing lost-sales rate on the stochastic inventory model with defective goods for the mixtures of distributions (Q727346) (← links)
- Asian options with jumps (Q866600) (← links)
- Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
- Effective investment to reduce setup cost in a mixture inventory model involving controllable backorder rate and variable lead time with a service level constraint (Q1955078) (← links)
- A stochastic periodic review inventory model with back-order discounts and ordering cost dependent on lead time for the mixtures of distributions (Q2355007) (← links)
- Pricing Asian options on assets driven by a combined geometric Brownian motion and a geometric compound Poisson process (Q2786401) (← links)
- An easy method to price quanto forward contracts in the HJM model with stochastic interest rates (Q2912251) (← links)
- Two-echelon stochastic inventory system with returns and partial backlogging (Q5252888) (← links)
- An integrated supply chain inventory model with imperfect-quality items, controllable lead time and distribution-free demand (Q5403993) (← links)
- Some Properties of CIR Processes (Q5484536) (← links)
- Supply chain coordination with defective items and quantity discount (Q5499857) (← links)
- (Q5716621) (← links)
