Ritchken Peter

Peter Ritchken

Information about the author Peter Ritchken will soon be added to the site.
Found 8 papers in total
Contracting with asymmetric demand information in supply chains
Contracting with asymmetric demand information in supply chains
2012
We solve a buyback contract design problem for a supplier who is working with a...
Option pricing with downward-sloping demand curves: the case of supply chain options
Option pricing with downward-sloping demand curves: the case of supply chain options
2005
This article investigates the role of option contracts in a supply chain when the...
Joint inventory/replacement policies for parallel machines
Joint inventory/replacement policies for parallel machines
1997
In many manufacturing settings there is a significant cost associated with lost...
Valuing fixed price supply contracts
Valuing fixed price supply contracts
1994
This article considers the problem of valuing a supply contract that requires the...
The valuation of path dependent contracts on the average
The valuation of path dependent contracts on the average
1993
This article values option contracts based on the average price realized over a finite...
Multinomial approximating models for options with k state variables
Multinomial approximating models for options with k state variables
1991
Contingent claims whose values depend on multiple sources of uncertainty arise in many...
(m,T) group maintenance policies
(m,T) group maintenance policies
1990
A model that recognizes the advantages of coordinated group maintenance planning is...
On stochastic dominance and decreasing absolute risk averse option pricing bounds
On stochastic dominance and decreasing absolute risk averse option pricing bounds
1989
Merton, Perrakis and Ryan, Levy, and Ritchken have established option pricing bounds...
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