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IOR
2011
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14 years 10 months ago
Optimal Inventory Policies when Purchase Price and Demand Are Stochastic
In this paper we consider the problem of a firm that faces a stochastic (Poisson) demand and must replenish from a market in which prices fluctuate, such as a commodity market. ...
Peter Berling, Victor Martínez-de-Alb&eacut...
IOR
2011
59views more  IOR 2011»
14 years 10 months ago
Risk Analysis of Collateralized Debt Obligations
Kay Giesecke, Baeho Kim