Hedging Point Policies Remain Optimal Under Limited Backlog and Inventory Space
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Publication:5273913
DOI10.1109/TAC.2004.835592zbMath1365.90015MaRDI QIDQ5273913
P. Valigi, Francesco Martinelli
Publication date: 12 July 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Inventory, storage, reservoirs (90B05) Derivative securities (option pricing, hedging, etc.) (91G20)
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