IEEE - Institute of Electrical and Electronics Engineers, Inc. - Optimal Option Ordering and Pricing Decisions With Capital Constraint and Default Risk

Author(s): Baofeng Zhang ; Desheng Dash Wu ; Liang Liang
Sponsor(s): IEEE Systems Council
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1 - 11
ISSN (CD): 2373-7816
ISSN (Paper): 1932-8184
ISSN (Online): 1937-9234
DOI: 10.1109/JSYST.2015.2460263
Regular:

This paper examines a single-period supply chain system consisting of a manufacturer selling an option contract to a capital-constrained retailer who faces stochastic demand. Option contract can... View More

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