Risk hedging via option contracts in a random yield supply chain.
Jiarong LuoXu ChenPublished in: Ann. Oper. Res. (2017)
Keyphrases
- supply chain
- option pricing
- risk management
- decision making
- supply chain management
- bullwhip effect
- cost savings
- revenue sharing
- inventory management
- uncertain demand
- supplier selection
- inventory control
- lead time
- operating costs
- stackelberg game
- quantity discount
- small and medium size
- service level
- planning horizon
- profit sharing
- stock price
- real option
- trading partners
- customer demand
- distribution centers
- financial markets
- optimal control
- business processes