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Volumn 50, Issue 5, 2004, Pages 990-998

Use of Inventory and Option Contracts to Hedge Financial Risk in Planning under Uncertainty

Author keywords

Financial risk; Planning; Robust optimization

Indexed keywords

MATHEMATICAL MODELS; RISK MANAGEMENT; RISKS;

EID: 2342521474     PISSN: 00011541     EISSN: None     Source Type: Journal    
DOI: 10.1002/aic.10095     Document Type: Article
Times cited : (30)

References (8)
  • 2
    • 2342616953 scopus 로고    scopus 로고
    • Managing Financial Risk in Planning under Uncertainty
    • May
    • Barbaro A., and M. Bagajewicz. "Managing Financial Risk in Planning Under Uncertainty," AIChE J., 50, 963 (May 2004).
    • (2004) AIChE J. , vol.50 , pp. 963
    • Barbaro, A.1    Bagajewicz, M.2
  • 4
    • 0024700442 scopus 로고
    • A Scenario Approach to Capacity Planning
    • Eppen G. D., R. K. Martin, and L. Schrage, "A Scenario Approach to Capacity Planning," Operation Res., 37, 517 (1989).
    • (1989) Operation Res. , vol.37 , pp. 517
    • Eppen, G.D.1    Martin, R.K.2    Schrage, L.3
  • 5
    • 0013207368 scopus 로고    scopus 로고
    • ILOG CPLEX Division, Incline Village, NV
    • CPLEX 7.0 User's Manual, ILOG CPLEX Division, Incline Village, NV (2000).
    • (2000) CPLEX 7.0 User's Manual
  • 7
    • 0030289371 scopus 로고    scopus 로고
    • Optimization in Process Planning under Uncertainty
    • Liu M. L., and N. V. Sahinidis, "Optimization in Process Planning under Uncertainty," Ind. Eng. and Chemistry Res., 35, 4154 (1996).
    • (1996) Ind. Eng. and Chemistry Res. , vol.35 , pp. 4154
    • Liu, M.L.1    Sahinidis, N.V.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.