A value-based approach to option pricing: The case of supply chain options
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DOI: 10.1016/j.ijpe.2013.01.004
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Cited by:
- Li, Yuze & Jiang, Shangrong & Shi, Jianming & Wei, Yunjie, 2021. "Pricing strategies for blockchain payment service under customer heterogeneity," International Journal of Production Economics, Elsevier, vol. 242(C).
- Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2018. "Real Options in Operations Research: A Review," European Journal of Operational Research, Elsevier, vol. 270(1), pages 1-24.
- Yang, Liu & Wang, Yonggui & Ma, Jun & Ng, Chi To & Cheng, T.C.E., 2014. "Technology investment under flexible capacity strategy with demand uncertainty," International Journal of Production Economics, Elsevier, vol. 154(C), pages 190-197.
- Xue, Weili & Ma, Lijun & Shen, Houcai, 2015. "Optimal inventory and hedging decisions with CVaR consideration," International Journal of Production Economics, Elsevier, vol. 162(C), pages 70-82.
- Vafa Arani, Hamed & Rabbani, Masoud & Rafiei, Hamed, 2016. "A revenue-sharing option contract toward coordination of supply chains," International Journal of Production Economics, Elsevier, vol. 178(C), pages 42-56.
- Fu, Qi, 2015. "The impact of alternative performance measures on portfolio procurement with contingent option contracts," International Journal of Production Economics, Elsevier, vol. 167(C), pages 128-138.
- Li, Yemei & Shan, Yanfei & Ling, Shuang, 2022. "Research on option pricing and coordination mechanism of festival food supply chain," Socio-Economic Planning Sciences, Elsevier, vol. 81(C).
- Fan, Yinghua & Feng, Yi & Shou, Yongyi, 2020. "A risk-averse and buyer-led supply chain under option contract: CVaR minimization and channel coordination," International Journal of Production Economics, Elsevier, vol. 219(C), pages 66-81.
- Zhao, Yingxue & Choi, Tsan-Ming & Cheng, T.C.E. & Wang, Shouyang, 2018. "Supply option contracts with spot market and demand information updating," European Journal of Operational Research, Elsevier, vol. 266(3), pages 1062-1071.
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Keywords
Supply chain management; Option contract; Value-based pricing; Spot market;All these keywords.
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