Inventory models and trade credit: a review
Hardik Soni, Nita Shah, Chandra Jaggi (2010)
Control and Cybernetics
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Displaying similar documents to “Asymptotics of utility from terminal wealth for partially observed portfolios”
Inventory models and trade credit: a review
Imperfect reworking process consideration in integrated inventory model under permissible delay in payments.
Lo, Ming-Cheng, Yang, Ming-Feng (2008)
Mathematical Problems in Engineering
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Retailer's EOQ model with limited storage space under partially permissible delay in payments.
Huang, Yung-Fu, Lai, Chih-Sung, Shyu, Maw-Liann (2007)
Mathematical Problems in Engineering
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Retailer’S Replenishment Policies Under Conditions of Permissible Delay in Payments
Yung-Fu Huang (2004)
The Yugoslav Journal of Operations Research
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An EOQ model with time dependent deterioration under discounted cash flow approach when supplier credits are linked to order quantity
Bhavin Shah, Nita Shah, Y. Shah (2007)
Control and Cybernetics
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Segregation and integration: a study of the behaviors of investors with extended value functions.
Egozcue, Martin, Wong, Wing-Keung (2010)
Advances in Decision Sciences
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An EPQ Model Under Cash Discount and Permissible Delay in Payments Derived Without Derivatives
Yung-Fu Huang, Chung-Li Chou, Jui-Jung Liao (2007)
The Yugoslav Journal of Operations Research
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Arbitrage in markets without shortselling with proportional transaction costs
Przemysław Rola (2013)
Applicationes Mathematicae
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We consider markets with proportional transaction costs and shortsale restrictions. We give necessary and sufficient conditions for the absence of arbitrage and also estimate the super-replication price.
Subprime risk and insurance with regret.
Petersen, M.A., Mukuddem-Petersen, J., Mulaudzi, M.P., De Waal, B., Schoeman, I.M. (2010)
Discrete Dynamics in Nature and Society
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An EOQ for Deteriorating Items Under Supplier Credits When Demand is Stock Dependent
Nita H. Shah, Poonam Mishra (2010)
The Yugoslav Journal of Operations Research
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Retailer’S Lot-Sizing Policy Under Two Warehouses and Two Levels of Delay Permitted Using Algebraic Method
Yung-Fu Huang, Chih-Sung Lai (2007)
The Yugoslav Journal of Operations Research
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Scheduling medical procedures: how one single delay begets multiple subsequent delays.
Sonnenberg, Amnon, Crain, Bradford R. (2005)
Journal of Theoretical Medicine
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Financial Claims and Product Market Competition: an Explanation for Permitting Banks to Hold Equity in Firms
Shin-Heng Pao, Jyh-Horng Lin (2008)
The Yugoslav Journal of Operations Research
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Pricing variance swaps for stochastic volatilities with delay and jumps.
Swishchuk, Anatoliy, Xu, Li (2011)
International Journal of Stochastic Analysis
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Entry-exit decisions with implementation delay under uncertainty
Yong-Chao Zhang (2018)
Applications of Mathematics
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We employ a natural method from the perspective of the optimal stopping theory to analyze entry-exit decisions with implementation delay of a project, and provide closed expressions for optimal entry decision times, optimal exit decision times, and the maximal expected present value of the project. The results in conventional research were obtained under the restriction that the sum of the entry cost and exit cost is nonnegative. In practice, we may meet cases when this sum is negative,...