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Volumn 47, Issue 1, 2002, Pages 28-59

A real options design for quality control charts

Author keywords

[No Author keywords available]

Indexed keywords

BLACK SCHOLES EQUATIONS; DESIGN FOR QUALITIES; FINANCIAL MODELING; MANUFACTURING PROCESS; MONTE CARLO SIMULATION METHODS; OPERATIONAL ASPECTS; QUALITY CONTROL STRATEGIES; STATISTICAL PROCESS CONTROL CHARTS;

EID: 84888611565     PISSN: 0013791X     EISSN: 15472701     Source Type: Journal    
DOI: 10.1080/00137910208965022     Document Type: Article
Times cited : (22)

References (17)
  • 2
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • BLACK, F.and M.SCHOLES, "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, Vol.81, 1973, pp.637-659.
    • (1973) Journal of Political Economy , vol.81 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 3
    • 84959674840 scopus 로고
    • A lattice framework for option pricing with two state variables
    • BOYLE, P.P., "A Lattice Framework for Option Pricing with Two State Variables," Journal of Financial and Quantitative Analysis, Vd.23, No.1,1988, pp.1-12
    • (1988) Journal of Financial and Quantitative Analysis , vol.23 , Issue.1 , pp. 1-12
    • Boyle, P.P.1
  • 4
    • 0000532793 scopus 로고
    • Numerical evaluation of multivariate contingent claims
    • BOYLE, P.P., J.EVNINE, and S.GIBBS, "Numerical Evaluation of Multivariate Contingent Claims," The Review of Financial Studies, Vol.2, No.2, 1989, pp.241-250.
    • (1989) The Review of Financial Studies , vol.2 , Issue.2 , pp. 241-250
    • Boyle, P.P.1    Evnine, J.2    Gibbs, S.3
  • 5
    • 0028549761 scopus 로고
    • Economic adjustment designs for control charts
    • COLLANI, E.V., E.M.SANIGA, and C.WEIGAND, "Economic Adjustment Designs for Control Charts," HE Transactions, Vol.26, No.6,1994, pp! 37-43.
    • (1994) HE Transactions , vol.26 , Issue.6 , pp. 37-43
    • Collani, E.V.1    Saniga, E.M.2    Weigand, C.3
  • 7
    • 0003964033 scopus 로고
    • Massachusetts Institute of Technology, Center for Advanced Engineering Studies, Cambridge, MA
    • DEMING, W.E., Out of the Crisis, Massachusetts Institute of Technology, Center for Advanced Engineering Studies, Cambridge, MA, 1986.
    • (1986) Out of the Crisis
    • Deming, W.E.1
  • 10
  • 11
    • 0000980885 scopus 로고
    • Multinomial approximating models for options with k state variables
    • KAMRAD, B.and P.RITCHKEN, "Multinomial Approximating Models for Options with k State Variables," Management Science, Vol.37, No.12, 1991, pp.1640-1653.
    • (1991) Management Science , vol.37 , Issue.12 , pp. 1640-1653
    • Kamrad, B.1    Ritchken, P.2
  • 13
    • 0022662421 scopus 로고
    • The economic design of control charts, a unified approach
    • LORENZEN, T.J.and L.C.VANCE, "The Economic Design of Control Charts, A Unified Approach." Technometrics, Vol.28, No.1, 1986, pp.3-10.
    • (1986) Technometrics , vol.28 , Issue.1 , pp. 3-10
    • Lorenzen, T.J.1    Vance, L.C.2
  • 16
    • 0007896451 scopus 로고    scopus 로고
    • Real option models for managing manufacturing system changes in the new economy
    • NEMBHARD, H.B., L.SHI, and C.S.PARK, "Real Option Models for Managing Manufacturing System Changes in the New Economy," The Engineering Economist, Vol.45, No.3, 2000, pp.232-258.
    • (2000) The Engineering Economist , vol.45 , Issue.3 , pp. 232-258
    • Nembhard, H.B.1    Shi, L.2    Park, C.S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.