A multi-stage financial hedging approach for the procurement of manufacturing materials.
Jian NiLap Keung ChuFeng WuDomenic SculliYuan ShiPublished in: Eur. J. Oper. Res. (2012)
Keyphrases
- multistage
- financial markets
- production line
- risk management
- single stage
- lot sizing
- production system
- stochastic programming
- production planning
- stock market
- optimal policy
- manufacturing systems
- stock price
- decision making
- production process
- dynamic programming
- option pricing
- attack detection
- exchange rate
- finite horizon
- supply chain management
- multi attribute
- trading systems
- transaction costs
- assembly systems
- lot streaming