Paper Info
Title
Supply option contracts with spot market and demand information updating.
Abstract
•We explore supply option contracts with demand information updating and spot trade.•We characterize the optimal procurement portfolio between options and spot market.•We design option mechanism for supply chain coordination with information learning.•We develop option pricing incorporating demand information learning and spot trade.•We analytically examine supply competition effect between spot and option contract markets.
Year
DOI
Venue
2018
10.1016/j.ejor.2017.11.001
European Journal of Operational Research
Keywords
Field
DocType
Supply chain management,Supply chain contract,Option contract,Spot market,Demand information updating
Valuation of options,Spot contract,Microeconomics,Factor market,Portfolio,Supply chain management,Supply chain,Mathematics,Spot market,Option contract
Journal
Volume
Issue
ISSN
266
3
0377-2217
Citations 
PageRank 
References 
4
0.39
16
Authors
4
Name
Order
Citations
PageRank
Yingxue Zhao1947.30
Tsan-Ming Choi2104075.03
T.C. Edwin Cheng33906256.62
Shouyang Wang42396219.80