Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs

Maria B. Chiarolla, Giorgio Ferrari, Gabriele Stabile. Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs. European Journal of Operational Research, 247(3):847-858, 2015. [doi]

Authors

Maria B. Chiarolla

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Giorgio Ferrari

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Gabriele Stabile

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