Optimal Forward Contract Design for Inventory: A Value-of-Waiting Analysis (Q5120020)
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scientific article; zbMATH DE number 7245306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Forward Contract Design for Inventory: A Value-of-Waiting Analysis |
scientific article; zbMATH DE number 7245306 |
Statements
Optimal Forward Contract Design for Inventory: A Value-of-Waiting Analysis (English)
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9 September 2020
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value of waiting
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censor functional equation
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optimal forward contract
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optimal exercise price
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optimal timing
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comparative statics
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asymptotic approximation
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martingale
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