Risk analysis of commitment-option contracts with forecast updates

IIE Transactions (Institute of Industrial Engineers)

Volumn 43, Issue 6, 2011, Pages 415-431

  Buzacott, John ^a   Yan, Houmin ^b   Zhang, Hanqin ^c,d  

^a YORK UNIVERSITY   (Canada)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^c INSTITUTE OF APPLIED MATHEMATICS   (China)

^d NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

commitment option contract; forecast updates; Mean variance; stochastic order

Indexed keywords

CONTRACT DECISIONS; EXPECTED VALUES; FORECAST UPDATES; MEAN-VARIANCE; OBJECTIVE MEASURE; OPTION CONTRACTS; STOCHASTIC ORDER; STRUCTURE PROPERTY; SUPPLY CHAIN MODELS; SUPPLY CONTRACTS; TRADE-OFF ANALYSIS; UNCERTAIN SUPPLIES;

FORECASTING; OPTIMIZATION; PROFITABILITY; RISK ANALYSIS; STOCHASTIC SYSTEMS; SUPPLY CHAINS;

RISK ASSESSMENT;

EID: 79953081109     PISSN: 0740817X     EISSN: 15458830     Source Type: Journal    
DOI: 10.1080/0740817X.2010.532851     Document Type: Article

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