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Option contract strategies with risk‐aversion and emergency purchase - MaRDI portal

Option contract strategies with risk‐aversion and emergency purchase (Q6090513)

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scientific article; zbMATH DE number 7767666
Language Label Description Also known as
English
Option contract strategies with risk‐aversion and emergency purchase
scientific article; zbMATH DE number 7767666

    Statements

    title
    Option contract strategies with risk‐aversion and emergency purchase (English)
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    author
    Q6069900
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    Gongbing Bi
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    Baofeng Zhang
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    Yugang Yu
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    publication date
    17 November 2023
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    zbMATH Keywords
    option contract
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    risk-averse
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    newsvendor
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    emergency purchase
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    conditional value at risk (CVaR)
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    cites work

    Identifiers

    zbMATH DE Number
    7767666
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    DOI
    10.1111/ITOR.12519
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