Buy now and price later: supply contracts with time-consistent mean-variance financial hedging
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Publication:1754354
DOI10.1016/j.ejor.2018.02.004zbMath1403.90140OpenAlexW2790690827MaRDI QIDQ1754354
Baozhuang Niu, Qiang Li, Lap Keung Chu, Jian Ni, Jun-Wei Wang
Publication date: 30 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/251787
Transportation, logistics and supply chain management (90B06) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20)
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