Inventory models with weather derivatives and weather-conditional rebates for seasonal products.
Key words. Newsvendor Model, Inventory Model, Seasonal Product, Weather Risk, Weather Option, Weather Derivative, Weather-Conditional Rebate, CVaR, Mean-CVaR. === The first model considers the problem of hedging inventory risk for a newsvendor who sells a seasonal product. The newsvendor not only de...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2007
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| Online Access: | http://library.cuhk.edu.hk/record=b6074501 http://repository.lib.cuhk.edu.hk/en/item/cuhk-344134 |