How to cite this paper
Rabbani, M., Manavizadeh, N., Arani, H & Alamdar, S. (2018). An American option contract toward supply chain coordination.Decision Science Letters , 7(4), 503-522.
Refrences
Arani, H. V., Rabbani, M., & Rafiei, H. (2016). A revenue-sharing option contract toward coordination of supply chains. International Journal of Production Economics, 178, 42-56.
Babich, V. (2006). Vulnerable options in supply chains: Effects of supplier competition. Naval Research Logistics (NRL), 53(7), 656-673.
Bresnahan, T. F., & Reiss, P. C. (1985). Dealer and manufacturer margins. The RAND Journal of Economics, 253-268.
Burnetas, A., & Ritchken, P. (2005). Option pricing with downward-sloping demand curves: The case of supply chain options. Management Science, 51(4), 566-580.
Buzacott, J., Yan, H., & Zhang, H. (2011). Risk analysis of commitment–option contracts with forecast updates. IIE Transactions, 43(6), 415-431.
Cai, J., Zhong, M., Shang, J., & Huang, W. (2017). Coordinating VMI supply chain under yield uncertainty: Option contract, subsidy contract, and replenishment tactic. International Journal of Production Economics, 185, 196-210.
Chen, X., Hao, G., & Li, L. (2014). Channel coordination with a loss-averse retailer and option contracts. International Journal of Production Economics, 150, 52-57.
Chen, X., & Shen, Z. J. (2012). An analysis of a supply chain with options contracts and service requirements. IIE Transactions, 44(10), 805-819.
Chen, X., Wan, N., & Wang, X. (2017). Flexibility and coordination in a supply chain with bidirectional option contracts and service requirement. International Journal of Production Economics, 193, 183-192.
Cheng, F., Ettl, M., Lin, G. Y., Schwarz, M., & Yao, D. D. (2003). Flexible supply contracts via options. IBM TJ Watson Research Center Working Paper.
Chopra, S., & Meindl, P. (2007). Supply chain management. Strategy, planning & operation. Das summa summarum des management, 265-275.
Dupačová, J., Gröwe-Kuska, N., & Römisch, W. (2003). Scenario reduction in stochastic programming. Mathematical programming, 95(3), 493-511.
Gan, X., Sethi, S. P., & Yan, H. (2005). Channel coordination with a risk‐neutral supplier and a downside‐risk‐averse retailer. Production and Operations Management, 14(1), 80-89.
Gomez_Padilla, A., & Mishina, T. (2009). Supply contract with options. International Journal of Production Economics, 122(1), 312-318.
Gröwe-Kuska, N., Heitsch, H., & Romisch, W. (2003, June). Scenario reduction and scenario tree construction for power management problems. In Power tech conference proceedings, 2003 IEEE Bologna (Vol. 3, pp. 7-pp). IEEE.
Hasani, R., Jafarzadeh, H., & Khoshalhan, F. (2013). A new method for supply chain coordination with credit option contract and customers’ backordered demand. Uncertain Supply Chain Management, 1(4), 207-218.
Heitsch, H., & Römisch, W. (2003). Scenario reduction algorithms in stochastic programming. Computational optimization and applications, 24(2-3), 187-206.
Huang, M. G. (2009). Real options approach-based demand forecasting method for a range of products with highly volatile and correlated demand. European journal of operational research, 198(3), 867-877.
Hull, J. C., & Basu, S. (2016). Options, futures, and other derivatives. Pearson Education India.
Jörnsten, K., Nonås, S. L., Sandal, L., & Ubøe, J. (2013). Mixed contracts for the newsvendor problem with real options and discrete demand. Omega, 41(5), 809-819.
Kanda, A., & Deshmukh, S. G. (2008). Supply chain coordination: perspectives, empirical studies and research directions. International journal of production Economics, 115(2), 316-335.
Lee, H. L., Padmanabhan, V., & Whang, S. (1997). Information distortion in a supply chain: The bullwhip effect. Management science, 43(4), 546-558.
Li, H., Ritchken, P., & Wang, Y. (2009). Option and forward contracting with asymmetric information: Valuation issues in supply chains. European Journal of Operational Research, 197(1), 134-148.
Li, Z., & Floudas, C. A. (2014). Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: I. Single reduction via mixed integer linear optimization. Computers & Chemical Engineering, 70, 50-66.
Liu, C., Jiang, Z., Liu, L., & Geng, N. (2013). Solutions for flexible container leasing contracts with options under capacity and order constraints. International Journal of Production Economics, 141(1), 403-413.
Luo, M., Li, G., Wan, C. J., Qu, R., & Ji, P. (2015). Supply chain coordination with dual procurement sources via real-option contract. Computers & Industrial Engineering, 80, 274-283.
Niknam, T., Azizipanah-Abarghooee, R., & Narimani, M. R. (2012). An efficient scenario-based stochastic programming framework for multi-objective optimal micro-grid operation. Applied Energy, 99, 455-470.
Nomikos, N. K., Kyriakou, I., Papapostolou, N. C., & Pouliasis, P. K. (2013). Freight options: Price modelling and empirical analysis. Transportation Research Part E: Logistics and Transportation Review, 51, 82-94.
Tsay, A. A. (1999). The quantity flexibility contract and supplier-customer incentives. Management science, 45(10), 1339-1358.
Wang, X., & Liu, L. (2007). Coordination in a retailer-led supply chain through option contract. International Journal of Production Economics, 110(1), 115-127.
Wang, Y. (2010). Scenario reduction heuristics for a rolling stochastic programming simulation of bulk energy flows with uncertain fuel costs. Iowa State University.
Watkins, D. W., McKinney, D. C., Lasdon, L. S., Nielsen, S. S., & Martin, Q. W. (2000). A scenario‐based stochastic programming model for water supplies from the highland lakes. International Transactions in Operational Research, 7(3), 211-230.
Xia, Y., Ramachandran, K., & Gurnani, H. (2011). Sharing demand and supply risk in a supply chain. IIE Transactions, 43(6), 451-469.
Xu, H. (2010). Managing production and procurement through option contracts in supply chains with random yield. International Journal of Production Economics, 126(2), 306-313.
Yang, L., Tang, R., & Chen, K. (2017). Call, put and bidirectional option contracts in agricultural supply chains with sales effort. Applied Mathematical Modelling, 47, 1-16.
Zhao, Y., Ma, L., Xie, G., & Cheng, T. E. (2013). Coordination of supply chains with bidirectional option contracts. European Journal of Operational Research, 229(2), 375-381.
Zhao, Y., Wang, S., Cheng, T. E., Yang, X., & Huang, Z. (2010). Coordination of supply chains by option contracts: A cooperative game theory approach. European Journal of Operational Research, 207(2), 668-675.
Zhang, R. Q., & Wang, R. P. (2009). Scenario-based stochastic capacity planning model and decision risk analysis. Systems Engineering-Theory & Practice, 29(1), 55-63.
Babich, V. (2006). Vulnerable options in supply chains: Effects of supplier competition. Naval Research Logistics (NRL), 53(7), 656-673.
Bresnahan, T. F., & Reiss, P. C. (1985). Dealer and manufacturer margins. The RAND Journal of Economics, 253-268.
Burnetas, A., & Ritchken, P. (2005). Option pricing with downward-sloping demand curves: The case of supply chain options. Management Science, 51(4), 566-580.
Buzacott, J., Yan, H., & Zhang, H. (2011). Risk analysis of commitment–option contracts with forecast updates. IIE Transactions, 43(6), 415-431.
Cai, J., Zhong, M., Shang, J., & Huang, W. (2017). Coordinating VMI supply chain under yield uncertainty: Option contract, subsidy contract, and replenishment tactic. International Journal of Production Economics, 185, 196-210.
Chen, X., Hao, G., & Li, L. (2014). Channel coordination with a loss-averse retailer and option contracts. International Journal of Production Economics, 150, 52-57.
Chen, X., & Shen, Z. J. (2012). An analysis of a supply chain with options contracts and service requirements. IIE Transactions, 44(10), 805-819.
Chen, X., Wan, N., & Wang, X. (2017). Flexibility and coordination in a supply chain with bidirectional option contracts and service requirement. International Journal of Production Economics, 193, 183-192.
Cheng, F., Ettl, M., Lin, G. Y., Schwarz, M., & Yao, D. D. (2003). Flexible supply contracts via options. IBM TJ Watson Research Center Working Paper.
Chopra, S., & Meindl, P. (2007). Supply chain management. Strategy, planning & operation. Das summa summarum des management, 265-275.
Dupačová, J., Gröwe-Kuska, N., & Römisch, W. (2003). Scenario reduction in stochastic programming. Mathematical programming, 95(3), 493-511.
Gan, X., Sethi, S. P., & Yan, H. (2005). Channel coordination with a risk‐neutral supplier and a downside‐risk‐averse retailer. Production and Operations Management, 14(1), 80-89.
Gomez_Padilla, A., & Mishina, T. (2009). Supply contract with options. International Journal of Production Economics, 122(1), 312-318.
Gröwe-Kuska, N., Heitsch, H., & Romisch, W. (2003, June). Scenario reduction and scenario tree construction for power management problems. In Power tech conference proceedings, 2003 IEEE Bologna (Vol. 3, pp. 7-pp). IEEE.
Hasani, R., Jafarzadeh, H., & Khoshalhan, F. (2013). A new method for supply chain coordination with credit option contract and customers’ backordered demand. Uncertain Supply Chain Management, 1(4), 207-218.
Heitsch, H., & Römisch, W. (2003). Scenario reduction algorithms in stochastic programming. Computational optimization and applications, 24(2-3), 187-206.
Huang, M. G. (2009). Real options approach-based demand forecasting method for a range of products with highly volatile and correlated demand. European journal of operational research, 198(3), 867-877.
Hull, J. C., & Basu, S. (2016). Options, futures, and other derivatives. Pearson Education India.
Jörnsten, K., Nonås, S. L., Sandal, L., & Ubøe, J. (2013). Mixed contracts for the newsvendor problem with real options and discrete demand. Omega, 41(5), 809-819.
Kanda, A., & Deshmukh, S. G. (2008). Supply chain coordination: perspectives, empirical studies and research directions. International journal of production Economics, 115(2), 316-335.
Lee, H. L., Padmanabhan, V., & Whang, S. (1997). Information distortion in a supply chain: The bullwhip effect. Management science, 43(4), 546-558.
Li, H., Ritchken, P., & Wang, Y. (2009). Option and forward contracting with asymmetric information: Valuation issues in supply chains. European Journal of Operational Research, 197(1), 134-148.
Li, Z., & Floudas, C. A. (2014). Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: I. Single reduction via mixed integer linear optimization. Computers & Chemical Engineering, 70, 50-66.
Liu, C., Jiang, Z., Liu, L., & Geng, N. (2013). Solutions for flexible container leasing contracts with options under capacity and order constraints. International Journal of Production Economics, 141(1), 403-413.
Luo, M., Li, G., Wan, C. J., Qu, R., & Ji, P. (2015). Supply chain coordination with dual procurement sources via real-option contract. Computers & Industrial Engineering, 80, 274-283.
Niknam, T., Azizipanah-Abarghooee, R., & Narimani, M. R. (2012). An efficient scenario-based stochastic programming framework for multi-objective optimal micro-grid operation. Applied Energy, 99, 455-470.
Nomikos, N. K., Kyriakou, I., Papapostolou, N. C., & Pouliasis, P. K. (2013). Freight options: Price modelling and empirical analysis. Transportation Research Part E: Logistics and Transportation Review, 51, 82-94.
Tsay, A. A. (1999). The quantity flexibility contract and supplier-customer incentives. Management science, 45(10), 1339-1358.
Wang, X., & Liu, L. (2007). Coordination in a retailer-led supply chain through option contract. International Journal of Production Economics, 110(1), 115-127.
Wang, Y. (2010). Scenario reduction heuristics for a rolling stochastic programming simulation of bulk energy flows with uncertain fuel costs. Iowa State University.
Watkins, D. W., McKinney, D. C., Lasdon, L. S., Nielsen, S. S., & Martin, Q. W. (2000). A scenario‐based stochastic programming model for water supplies from the highland lakes. International Transactions in Operational Research, 7(3), 211-230.
Xia, Y., Ramachandran, K., & Gurnani, H. (2011). Sharing demand and supply risk in a supply chain. IIE Transactions, 43(6), 451-469.
Xu, H. (2010). Managing production and procurement through option contracts in supply chains with random yield. International Journal of Production Economics, 126(2), 306-313.
Yang, L., Tang, R., & Chen, K. (2017). Call, put and bidirectional option contracts in agricultural supply chains with sales effort. Applied Mathematical Modelling, 47, 1-16.
Zhao, Y., Ma, L., Xie, G., & Cheng, T. E. (2013). Coordination of supply chains with bidirectional option contracts. European Journal of Operational Research, 229(2), 375-381.
Zhao, Y., Wang, S., Cheng, T. E., Yang, X., & Huang, Z. (2010). Coordination of supply chains by option contracts: A cooperative game theory approach. European Journal of Operational Research, 207(2), 668-675.
Zhang, R. Q., & Wang, R. P. (2009). Scenario-based stochastic capacity planning model and decision risk analysis. Systems Engineering-Theory & Practice, 29(1), 55-63.