Multiperiod Portfolio Procurement Problem With Option Contracts

Chen, X; Wan, NN

Chen, X (corresponding author), Univ Elect Sci & Technol China, Sch Management & Econ, Chengdu 611731, Peoples R China.

IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, 2021; 68 (4): 1072

Abstract

A multiperiodic structure always underlies the procurement problem in practice. Option contracts are widely used to make a firm capable of responding ......

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