Multisources Risk Management in a Supply Chain under Option Contracts

Uncertainties in product demand, component yield, and spot price are keys to many industrial settings and they are usually explicitly incorporated. This paper develops an analytical framework to value option contracts in hedging the risks in a supply chain consisting of a component supplier with ran...

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Bibliographic Details
Main Authors: Jiarong Luo, Xiaolin Zhang, Xianglan Jiang
Format: Article
Language:English
Published: Hindawi Limited 2019-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2019/7482584