Futures and Option Contracts of the Supply Chain Influenced by e-Business Market

DOI10.1142/S0217595914500353zbMath1299.90011OpenAlexW1996641188MaRDI QIDQ2931171

Junfeng Dong, Y. Shi, Liang Liang

Publication date: 24 November 2014

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595914500353

zbMATH Keywords

flexibilityoption contractsfutures contractse-business market

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods ⋮ A Faster FPTAS for a Supply Chain Scheduling Problem to Minimize Holding Costs with Outsourcing

Cites Work

• Managing electricity market price risk
• The Allocation of Inventory Risk in a Supply Chain: Push, Pull, and Advance-Purchase Discount Contracts
• Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options

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