Supply Chain Coordination with a Risk-Averse Retailer and the Call Option Contract in the Presence of a Service Requirement

Supply Chain Coordination with a Risk-Averse Retailer and the Call Option Contract in the Presence of a Service Requirement

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 about profit. The optimal ordering quantity of th...

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Bibliographic Details
Main Authors: Han Zhao, Hui Wang, Wei Liu, Shiji Song, Yu Liao
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Mathematics
Subjects:
supply chain coordination
conditional value-at-risk
service requirement
call option contract
Online Access:https://www.mdpi.com/2227-7390/9/7/787

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