"A market-based martingale valuation approach to optimum inventory control ..."

Jack Shen-Kuen Chang, Carolyn Chang, Min Shi (2015)

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DOI: 10.1057/JORS.2014.4

access: closed

type: Journal Article

metadata version: 2020-12-28

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Jack Shen-Kuen Chang, Carolyn Chang, Min Shi:
A market-based martingale valuation approach to optimum inventory control in a doubly stochastic jump-diffusion economy. J. Oper. Res. Soc. 66(3): 405-420 (2015)

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