IEEE - Institute of Electrical and Electronics Engineers, Inc. - Option pricing for inventory management and control

2009 American Control Conference (ACC-09)

Author(s): B. Angelos ; M. Heasley ; J. Humpherys
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 2009
Conference Location: St. Louis, MO, USA
Conference Date: 10 June 2009
Page(s): 2,831 - 2,836
ISBN (CD): 978-1-4244-4524-0
ISBN (Paper): 978-1-4244-4523-3
ISSN (Electronic): 2378-5861
ISSN (Uncategorized ISSN): 0743-1619
ISSN (Paper): 0743-1619
DOI: 10.1109/ACC.2009.5160737
Regular:

We explore the use of option contracts as a means of managing and controlling inventories in a retail market. Specifically, merchants can buy option contracts on unsold inventories of retail goods... View More

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