Buy now and price later: Supply contracts with time-consistent mean-variance financial hedging

Qiang Li 0011, Baozhuang Niu, Lap Keung Chu, Jian Ni, Junwei Wang. Buy now and price later: Supply contracts with time-consistent mean-variance financial hedging. European Journal of Operational Research, 268(2):582-595, 2018. [doi]

@article{0011NCNW18,
  title = {Buy now and price later: Supply contracts with time-consistent mean-variance financial hedging},
  author = {Qiang Li 0011 and Baozhuang Niu and Lap Keung Chu and Jian Ni and Junwei Wang},
  year = {2018},
  doi = {10.1016/j.ejor.2018.02.004},
  url = {https://doi.org/10.1016/j.ejor.2018.02.004},
  researchr = {https://researchr.org/publication/0011NCNW18},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {268},
  number = {2},
  pages = {582-595},
}