Risk hedging via option contracts in a random yield supply chain
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Publication:1699195
DOI10.1007/S10479-015-1964-8zbMath1401.90035OpenAlexW1128807630MaRDI QIDQ1699195
Publication date: 16 February 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-015-1964-8
Management decision making, including multiple objectives (90B50) Inventory, storage, reservoirs (90B05)
Related Items (12)
Optimal ordering policy for supply option contract with spot market ⋮ Stackelberg equilibrium strategies and coordination of a low‐carbon supply chain with a risk‐averse retailer ⋮ An optimal put option contract for a reverse supply chain: case of remanufacturing capacity uncertainty ⋮ Multiperiod production and ordering policies for a retailer-led supply chain through option contracts ⋮ Managing foreign exchange risk with buyer-supplier contracts ⋮ Bidirectional options in random yield supply chains with demand and spot price uncertainty ⋮ Joint inspection and inventory control for deteriorating items with time-dependent demand and deteriorating rate ⋮ Option pricing and coordination in the fresh produce supply chain with portfolio contracts ⋮ The impact of customer returns and bidirectional option contract on refund price and order decisions ⋮ Multisources risk management in a supply chain under option contracts ⋮ Risk minimization inventory model with a profit target and option contracts under spot price uncertainty ⋮ Coordinating Vulnerable Supply Chains with Option Contracts
Cites Work
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- Inventory models with unreliable suppliers in a random environment
- Purchasing decisions under stochastic prices: approximate solutions for order time, order quantity and supplier selection
- Double marginalization and coordination in the supply chain with uncertain supply
- Supply chain coordination by risk sharing contracts under random production yield and deterministic demand
- On the interaction between retailers inventory policies and manufacturer trade deals in response to supply-uncertainty occurrences
- Random yield and uncertain demand in decentralised supply chains under the traditional and VMI arrangements
- Competition in the Supply Option Market
- Contracting to Assure Supply: How to Share Demand Forecasts in a Supply Chain
- Supply chain operations in the presence of a spot market: a review with discussion
- The Structure of Periodic Review Policies in the Presence of Random Yield
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