Flexible and Risk-Sharing Supply Contracts Under Price Uncertainty

References

• Assuncao J. L., Meyer R. J. The rational effect of price promotions on sales and consumption. Management Sci. (1993) 39:517–535Link, Google Scholar
• Austin J. E.Managing in Developing Countries: Strategic Analysis and Operating Techniques (1990) (Free Press, New York) Google Scholar
• Bassok Y., Anupindi R. Analysis of supply contracts with total minimum commitment. IIE Trans. (1997) 29:373–381Crossref, Google Scholar
• Bassok Y., Srinivasan R., Bixby A. Supply contracts with forecasts and dynamic updating. (1995) . Working paper, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, ILGoogle Scholar
• Boyle P. P., Evnine J., Gibbs S. Numerical evaluation of multivariate contingent claims. Rev. Financial Stud. (1989) 2:241–250Crossref, Google Scholar
• Carter J. R., Vickery S. K. Managing volatile exchange rates in International purchasing. J. Purchasing and Materials Management (1988) 24(4):13–20Crossref, Google Scholar
• Cox J. C., Ross S. A., Rubinstein M. Option pricing: A simplified approach. J. Financial Econom. (1979) 7:229–263Crossref, Google Scholar
• Dasu S. Pareto optimal supply contracts for products with fluctuating prices. (1997) . Working paper, University of Southern California, Los Angeles, CAGoogle Scholar
• Dasu S., de la Torre J. Optimizing an international network of partially owned plants under conditions of trade liberalization. Management Sci. (1997) 43:313–333Link, Google Scholar
• Davis E. W. Global outsourcing: Have U.S. managers thrown the baby out with the bath water? Bus. Horizons (1992) 35(4):58–65Crossref, Google Scholar
• Dixit A. K., Pindyck R. S.Investment under Uncertainty (1994) (Princeton University Press, Princeton, NJ) Crossref, Google Scholar
• Dornier P.-P., Ernst R., Fender M., Kouvelis P.Global Operations and Logistics: Text and Cases (1998) (John Wiley & Sons, New York) Google Scholar
• Hull J. C.Options, Futures, and Other Derivatives (1997) 3rd ed.(Prentice Hall, Upper Saddle River, NJ) Google Scholar
• Kalymon B. A. Stochastic prices in a single-item inventory purchasing model. Oper. Res. (1970) 19:1434–1458Link, Google Scholar
• Lee H. L., Nahmias S., Graves S. C., Rinnooy Kan A. H. G., Zipkin P. H. Single product, single location models. Handbook in Operations Research and Management Science, Volume 4: Logistics of Production and Inventory (1993) (North-Holland, Amsterdam, The Netherlands) Google Scholar
• Nelson D. B., Ramaswamy K. Simple binomial processes as diffusion approximations in financial models. Rev. Financial Stud. (1990) 3:394–430Crossref, Google Scholar
• Porteus E. L., Heyman D. P., Sobel M. Stochastic inventory theory. Handbook in Operations Research and Management Science, Volume 2: Stochastic Models (1990) (North-Holland, Amsterdam, The Netherlands) Google Scholar
• Scheller-Wolf A., Tayur S. Reducing International risk through quantity contracts. (1997) . Working paper, GSIA, Carnegie Mellon University, Pittsburgh, PAGoogle Scholar
• Telser L. G. Why there are organized futures markets. J. Law Econom. (1981) 24:1–22Crossref, Google Scholar
• Tsay A. A., Lovejoy W. S. Quantity flexibility contracts and supply chain performance. Manufacturing & Service Oper. Management (1998) . To appear inGoogle Scholar
• Tsay A. A., Nahmias S., Agrawal N., Tayur S., Ganeshan R., Magazine M. Modeling supply chain contracts: A review. Quantitative Models for Supply Chain Management (1999) (Kluwer Academic Publishers, Boston, MA) Crossref, Google Scholar