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Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1248750
Description: We consider the optimal harvesting problem for a fish farmer in a model that accounts for stochastic prices featuring Schwartz (1997) two-factor price dynamics. Unlike any other literature in this con ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/125706
Description: In this article, we apply a real option approach for improving revenue management regarding fluctuating commodity prices and time-varying strike prices in the field of operational research. We also ta ... More
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