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A value-based approach to option pricing: The case of supply chain options · Study

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ArticleA value-based approach to option pricing: The case of supply chain options

Yingxue Zhao2013

Article2013

A value-based approach to option pricing: The case of supply chain options

Yingxue Zhao · Liu A. Yang · T.C.E. Cheng · Lijun Ma · Xinjian Shao

12 citations·0/0 files stored·International Journal of Production Economics

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Supply Chain and Inventory Management Sustainable Supply Chain Management Capital Investment and Risk Analysis

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References

1973The Pricing of Options and Corporate Liabilities 1979Option pricing: A simplified approach 1976Option pricing when underlying stock returns are discontinuous 2001Contracting to Assure Supply: How to Share Demand Forecasts in a Supply Chain 2010Merton, Robert C.1994Option pricing: Mathematical models and computation 2001E-hubs: the new B2B (business-to-business) marketplaces.2002Coordination and Flexibility in Supply Contracts with Options

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Year2013

Typearticle

Published2013-01-11

VenueInternational Journal of Production Economics

ISSN-L0925-5273

Languageen

Citations12

Files0 public / 0

ShelfSupply Chain and Inventory Management

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doi10.1016/j.ijpe.2013.01.004

openalex_workW2045940645

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