Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands (Q378784)
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scientific article; zbMATH DE number 6225994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands |
scientific article; zbMATH DE number 6225994 |
Statements
Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands (English)
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12 November 2013
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inventory penalty functions
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martingale
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overage
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risk-neutral pricing
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underage
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