A theory approach towards tradable rail freight option
From MaRDI portal
Publication:2663015
DOI10.1155/2021/6661425zbMath1465.91052OpenAlexW3133903259MaRDI QIDQ2663015
Jingwei Guo, Qinglin Li, Lutian Li, Zhongqi Xie, Qi Shen, Ji Zhang
Publication date: 15 April 2021
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2021/6661425
Cites Work
- A quantity flexibility contract model for a system with heterogeneous suppliers
- Stackelberg game model of railway freight pricing based on option theory
- Supply option contracts with spot market and demand information updating
- Multidimensional auctions for long-term procurement contracts with early-exit options: the case of conservation contracts
- Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity
- Nash Equilibria for Game Contingent Claims with Utility-Based Hedging
This page was built for publication: A theory approach towards tradable rail freight option