Information about the author Tao Li will soon be added to the site.
Mitigating Supply Uncertainty: The Interplay Between Diversification and Pricing
We consider a firm's sourcing problem from one reliable supplier and one unreliable...
A Demand Estimator Based on a Nested Logit Model
The importance of historical travel demand has been well recognized by transportation...
Dynamic Pricing, Production, and Channel Coordination with Stochastic Learning
We consider a decentralized two‐period supply chain in which a manufacturer...
No‐Arbitrage Taylor Rules with Switching Regimes
We study the time‐varying nature of U.S. monetary policies summarized by the...
Investors' Heterogeneity and Implied Volatility Smiles
Heterogeneity in beliefs and time preferences among investors make stock volatility...
Two‐stage pricing for custom‐made products
A commonly observed two‐stage pricing strategy for a custom‐made product...
Market power analysis in electricity markets using supply function equilibrium model
This paper presents a surveillance method based on the game theory which is used by...
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