Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory

DOI10.1007/s10479-022-04610-wzbMath1498.91445arXiv1609.01274OpenAlexW4220892949MaRDI QIDQ2171344

Ravi Kashyap

Publication date: 8 September 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.01274

zbMATH Keywords

uncertaintyinformation systemsmodel errorsinventory managementemissions tradingfinancial stabilityderivative theorysecurities lendingterm loan

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Derivative securities (option pricing, hedging, etc.) (91G20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Actuarial mathematics (91G05)

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