Supply Contracts, Profit Sharing, Switching, and Reaction Options

Management Science

Volumn 50, Issue 1, 2004, Pages 64-82

  Kamrad, Bardia ^a   Siddique, Akhtar ^b  

^a GEORGETOWN UNIVERSITY   (United States)

^b OFFICE OF THE COMPTROLLER OF THE CURRENCY   (United States)

Author keywords

Reaction options; Real options; Stochastic dynamic programming; Supply contracts; Valuation

Indexed keywords

APPROXIMATION THEORY; CONTRACTS; DYNAMIC PROGRAMMING; FORTRAN (PROGRAMMING LANGUAGE); PUBLIC POLICY; RISK ASSESSMENT; STOCHASTIC PROGRAMMING;

REACTION OPTIONS; REAL OPTIONS; STOCHASTIC DYNAMIC PROGRAMMING; SUPPLY CONTRACTS; VALUATION;

INDUSTRIAL MANAGEMENT;

EID: 1242309353     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.1030.0157     Document Type: Article

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