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Optimal spot market inventory strategies in the presence of cost and price risk - MaRDI portal

Optimal spot market inventory strategies in the presence of cost and price risk (Q627457)

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scientific article; zbMATH DE number 5859300
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English
Optimal spot market inventory strategies in the presence of cost and price risk
scientific article; zbMATH DE number 5859300

    Statements

    Optimal spot market inventory strategies in the presence of cost and price risk (English)
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    2 March 2011
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    inventory
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    continuous time
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    spot market
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    singular control
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    pricing
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