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Purchasing decisions under stochastic prices: Approximate solutions for order time, order quantity and supplier selection
16 references·0 citing·40 second hop
Purchasing decisions under stochastic prices: Approximate solutions for order time, order quantity and supplier selection (2012)Purchasing decisions under stochastic pri…Stochastic Programming (2010)Stochastic ProgrammingBrownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Channel Coordination with a Risk‐Neutral Supplier and a Downside‐Risk‐Averse Retailer (2005)Channel Coordination with a R…A Portfolio Approach to Procurement Contracts (2005)A Portfolio Approach to Procu…Stochastic Differential Equations (2003)Stochastic Differential Equat…Optimal procurement strategies for online spot markets (2003)Optimal procurement strategie…Optimal Policies for Multiechelon Inventory Problems with Markov-Modulated Demand (2001)Optimal Policies for Multiech…The Quantity Flexibility Contract and Supplier-Customer Incentives (1999)The Quantity Flexibility Cont…Flexible and Risk-Sharing Supply Contracts Under Price Uncertainty (1999)Flexible and Risk-Sharing Sup…Analysis of supply contracts with total minimum commitment (1997)Analysis of supply contracts …Stochastic Differential Equations (1995)Stochastic Differential Equat…Games Strategies And Managers (1992)Games Strategies And ManagersHandbooks in operations research and management science (1989)Handbooks in operations resea…Brownian Motion and Stochastic Calculus (1988)Brownian Motion and Stochasti…Option pricing: A simplified approach (1979)Option pricing: A simplified …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Chance-Constrained Programming (1959)Portfolio Selection: Efficient Diversification of Investments (1959)Supply Chain Management Research and Production and Operations Management : Review, Trends, and Opportunities (2006)Supply chain risks: a review and typology (2009)The mean-variance approach for global supply chain risk analysis with air logistics in the blockchain technology era (2019)Theory of games and economic behavior (2019)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Optimal Policies for a Multi-Echelon Inventory Problem (1960)Quantitative Models for Supply Chain Management (1999)Flow Coordination and Information Sharing in Supply Chains: Review, Implications, and Directions for Future Research (2002)Supply Chain Coordination Under Channel Rebates with Sales Effort Effects (2002)Optimal Policies for a Multi-Echelon Inventory Problem (2004)Supply chain coordination: Perspectives, empirical studies and research directions (2008)Theory of Rational Option Pricing (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)Closed-Loop Supply Chain Models with Product Remanufacturing (2004)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Perspectives in supply chain risk management (2006)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)A pricing method for options based on average asset values (1990)Do subsidies to commercial R&D reduce market failures? Microeconometric evaluation studies (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)Lectures on Stochastic Programming: Modeling and Theory (2009)Volatility skews and extensions of the Libor market model (2000)Fully Nonparametric Estimation of Scalar Diffusion Models (2003)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 2003Stochastic Differential Equations2,978 cited
  • 1989Handbooks in operations research and management science2,388 cited
  • 2010Stochastic Programming2,228 cited
  • 1988Brownian Motion and Stochastic Calculus1,544 cited
  • 1999The Quantity Flexibility Contract and Supplier-Customer Incentives878 cited
  • 1995Stochastic Differential Equations384 cited
  • 2005Channel Coordination with a Risk‐Neutral Supplier and a Downside‐Risk‐Averse Retailer374 cited
  • 1999Flexible and Risk-Sharing Supply Contracts Under Price Uncertainty274 cited
  • 1997Analysis of supply contracts with total minimum commitment246 cited
  • 2005A Portfolio Approach to Procurement Contracts226 cited
  • 2003Optimal procurement strategies for online spot markets212 cited
  • 2001Optimal Policies for Multiechelon Inventory Problems with Markov-Modulated Demand177 cited
  • 1992Games Strategies And Managers

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