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The value of put option to the newsvendor.

Guo, Min. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 66-69). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Notation and Model --- p.8 / Chapter 2.1 --- Notation --- p.9 / Chapter 2.2 --- Classical News vendor Model --- p.11 / Chapter 2.3 --- The Price of the Put Option --- p.12 / Chapter 2.4 --- Extended Models with the Option --- p.13 / Chapter 3 --- Literature Review --- p.16 / Chapter 4 --- Objective I ´ؤ Maximizing Expected Profit --- p.24 / Chapter 4.1 --- Single Decision Variable Case: K = Q --- p.24 / Chapter 4.2 --- Two Decision Variable Case: K ≤Q --- p.25 / Chapter 4.3 --- Summary of the Chapter --- p.28 / Chapter 5 --- Objective II ´ؤ Maximizing the Probability of Achieving A Target Profit --- p.30 / Chapter 5.1 --- Single Decision Variable Case: K = Q --- p.30 / Chapter 5.2 --- Two Decision Variable Case: K ≤ Q --- p.37 / Chapter 5.3 --- Numerical Examples --- p.38 / Chapter 5.4 --- Summary of the Chapter --- p.41 / Chapter 6 --- Objective III ´ؤ Minimizing Profit Variance --- p.43 / Chapter 6.1 --- Minimizing Profit Variance through R --- p.44 / Chapter 6.2 --- Minimizing Profit Variance through K --- p.51 / Chapter 6.2.1 --- Special Case R = s --- p.54 / Chapter 6.3 --- Summary of the Chapter --- p.60 / Chapter 7 --- Conclusion --- p.63 / Bibliography --- p.69

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324294
Date January 2003
ContributorsGuo, Min., Chinese University of Hong Kong Graduate School. Division of Systems Engineering and Engineering Management.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, vii, 69 leaves : ill. ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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