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The capital cost of holding inventory with stochastically mean-reverting purchase price
16 references·3 citing·38 second hop
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References

  • 1979Option pricing: A simplified approach6,103 cited
  • 1999Inventory management and production planning and scheduling2,787 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1992Production and Operations Analysis1,213 cited
  • 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
  • 2019Production and Operations Analysis938 cited
  • 1975Economic Order Quantities with Inflation440 cited
  • 1995Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure400 cited
  • 1985Optimal Ordering Strategies for Announced Price Increases343 cited
  • 1968An economic lot-sizing technique, I: The part-period algorithm190 cited
  • 1977INVENTORY DECISIONS UNDER INFLATIONARY CONDITIONS162 cited
  • 1971Stochastic Prices in a Single-Item Inventory Purchasing Model123 cited
  • 1993Reversion, Timing Options, and Long-Term Decision-Making123 cited
  • 1985The effects of inflation and the time value of money on some inventory systems113 cited
  • 1985Optimal Inventory Policies When Ordering Prices are Random

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108 cited

Cited by

  • 2022Optimal ordering quantity under stochastic time-dependent price and demand with a supply disruption: A solution based on the change of measure technique23 cited
  • 2009New lot sizing heuristics for demand and price uncertainties with service-level constraint19 cited
  • 2016A Revision on Cost Elements of the EOQ Model14 cited