Take-or-pay contract valuation under price and private uncertainty

DOI10.1016/j.apm.2003.10.009zbMath1147.91352OpenAlexW1968526460MaRDI QIDQ1776676

Sudharkar Tumma, Mark J. Kaiser

Publication date: 12 May 2005

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2003.10.009

zbMATH Keywords

Monte Carlo simulationBinomial latticeContract valuationNegotiation strategiesPrivate uncertainty

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

Related Items

A mathematical model for a capacity reservation contract

Cites Work

• Unnamed Item
• Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments?
• The random-time binomial model
• Flexible and Risk-Sharing Supply Contracts Under Price Uncertainty
• The use of simulation in discrete-event dynamic systems design
• Monte Carlo Estimation under Different Distributions Using the Same Simulation
• Techniques for Monte Carlo Optimizing
• Introduction to Stochastic Programming
• Option pricing: A simplified approach