Risk analysis of commitment-option contracts with forecast updates

Risk analysis of commitment-option contracts with forecast updates

10.1080/0740817X.2010.532851

Saved in:
Bibliographic Details
Main Authors: Buzacott, J., Yan, H., Zhang, H.
Other Authors: DECISION SCIENCES
Format: Article
Published: 2013
Subjects:
commitment-option contract
forecast updates
Mean-variance
stochastic order
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44062
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
id sg-nus-scholar.10635-44062
record_format dspace
spelling sg-nus-scholar.10635-440622023-10-31T07:54:55Z Risk analysis of commitment-option contracts with forecast updates Buzacott, J. Yan, H. Zhang, H. DECISION SCIENCES commitment-option contract forecast updates Mean-variance stochastic order 10.1080/0740817X.2010.532851 IIE Transactions (Institute of Industrial Engineers) 43 6 415-431 IIETD 2013-10-09T03:25:53Z 2013-10-09T03:25:53Z 2011 Article Buzacott, J., Yan, H., Zhang, H. (2011). Risk analysis of commitment-option contracts with forecast updates. IIE Transactions (Institute of Industrial Engineers) 43 (6) : 415-431. ScholarBank@NUS Repository. https://doi.org/10.1080/0740817X.2010.532851 0740817X http://scholarbank.nus.edu.sg/handle/10635/44062 000288960200003 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic commitment-option contract
forecast updates
Mean-variance
stochastic order
spellingShingle commitment-option contract
forecast updates
Mean-variance
stochastic order
Buzacott, J.
Yan, H.
Zhang, H.
Risk analysis of commitment-option contracts with forecast updates
description 10.1080/0740817X.2010.532851
author2 DECISION SCIENCES
author_facet DECISION SCIENCES
Buzacott, J.
Yan, H.
Zhang, H.
format Article
author Buzacott, J.
Yan, H.
Zhang, H.
author_sort Buzacott, J.
title Risk analysis of commitment-option contracts with forecast updates
title_short Risk analysis of commitment-option contracts with forecast updates
title_full Risk analysis of commitment-option contracts with forecast updates
title_fullStr Risk analysis of commitment-option contracts with forecast updates
title_full_unstemmed Risk analysis of commitment-option contracts with forecast updates
title_sort risk analysis of commitment-option contracts with forecast updates
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/44062
_version_ 1781411261366403072

Similar Items