Supply Chain Coordination with a Risk-Averse Retailer and the Call Option Contract in the Presence of a Service Requirement [PDF]
Mathematics, 2021 This paper investigates a supply chain consisting of a single risk-neutral supplier and a single risk-averse retailer with the call option contract and a service requirement, where the retailer’s objective is to maximize the Conditional Value-at-Risk ...
Han Zhao +4 more
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Cleaner Logistics and Supply Chain, 2021 Green supply chain management (GSCM) could be applied to enhance environmental and economic goals simultaneously; nevertheless, according to The University of Chicago Booth report, the overwhelming impacts of the COVID-19 epidemic have caused high ...
Mohamad Dehghan-Bonari +3 more
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Pricing and procurement strategies in the relief supply chain via bidirectional option contract. [PDF]
PLoS ONEHumanitarian supply chain management is a critical and challenging issue for all members of the supply chain due to the high uncertainty of the demand caused by a disaster and the direct connection of this type of supply chain with the well-being of the ...
Mahsa Maleki Rastaghi +3 more
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Optionality in Australian Football League draftee contracts. [PDF]
PLoS ONE, 2023 Though player drafts have commonly been utilised to equitably disperse amateur talent and avoid bidding wars, often they have also been accused of creating a monopsony labour market which restricts player movement.
Jemuel Chandrakumaran +3 more
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PENENTUAN KONTRAK OPSI TIPE EROPA MENGGUNAKAN MODEL SIMULASI VARIANCE GAMMA (VG)
E-Jurnal Matematika, 2023 Options are used as a hedge against stock price uncertainty brought on by unstable stock prices fluctuation. The price of an option contract can be determined using a variety of approaches, one of which is the Variance Gamma. The purpose of this study is
NI KADEK LANI PITRAYANI +2 more
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Option Contracts in Fresh Produce Supply Chain with Freshness-Keeping Effort
Mathematics, 2022 This study investigates a supply chain of fresh produce with consideration of option contracts and where stochastic market demand depends on freshness-keeping effort.
Deng Jia, Chong Wang
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TESTING OF THE BLACK SCHOLES AND GARCH MODELS IN LQ45 USING LONG STRADDLE STRATEGY IN 2009-2018
Jurnal Bisnis dan Manajemen, 2021 The purpose of this study is to examine the implementation of option contracts using Black Scholes and GARCH on the LQ45 index using the long straddle strategy.
Riko Hendrawan, Anggadi Sasmito
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MENENTUKAN HARGA OPSI DENGAN METODE MONTE CARLO BERSYARAT MENGGUNAKAN BARISAN KUASI ACAK FAURE
E-Jurnal Matematika, 2021 An option contract is a contract that gives the owner the right to sell or even to buy an asset at the predetermined price and period time. The conditional Monte Carlo is one of the several methods that is used to determine the option price which in the ...
PUTU WIDYA ASTUTI +2 more
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Statistically fair price for the European call options according to the discreet mean/variance model [PDF]
Компьютерные исследования и моделирование, 2014 We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal distribution.
Anastasiya Sergeevna Odintsova +1 more
doaj +1 more source
Optimal Decisions of a Supply Chain With a Risk-Averse Retailer and Portfolio Contracts
IEEE Access, 2019 In this paper, we investigate a supply chain involving one risk-neutral supplier and one risk-averse retailer, where the retailer adopts the conditional value-at-risk (CVaR) criterion as his performance measure.
Han Zhao +4 more
doaj +1 more source