IEEE - Institute of Electrical and Electronics Engineers, Inc. - Multiperiod Portfolio Procurement Problem With Option Contracts

Author(s): Xu Chen ; Nana Wan
Sponsor(s): IEEE Technology Management Council
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1 - 17
ISSN (Electronic): 1558-0040
ISSN (Paper): 0018-9391
DOI: 10.1109/TEM.2019.2923526
Regular:

A multiperiodic structure always underlies the procurement problem in practice. Option contracts are widely used to make a firm capable of responding flexibly to high demand uncertainty. However,... View More

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