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The Engineering Economist
A Journal Devoted to the Problems of Capital Investment
Volume 44, 1999 - Issue 1
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ARTICLES

RISK-NEUTRAL OPTION PRICING METHODS FOR ADJUSTING CONSTRAINED CASH FLOWS

JOHN R. BIRGE University of Michigan
&
RACHEL Q. ZHANG University of Michigan
Pages 36-49 | Published online: 31 May 2007

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I Bendavid, Y T Herer & E Yücesan. (2017) Inventory management under working capital constraints. Journal of Simulation 11:1, pages 62-74.
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Xiaodong Xu & JohnR. Birge. (2008) Operational Decisions, Capital Structure, and Managerial Compensation: A News Vendor Perspective. The Engineering Economist 53:3, pages 173-196.
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Luke Miller, SungH. Choi & ChanS. Park. (2004) USING AN OPTIONS APPROACH TO EVALUATE KOREAN INFORMATION TECHNOLOGY INFRASTRUCTURE. The Engineering Economist 49:3, pages 199-219.
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LukeT. Miller & ChanS. Park. (2004) ECONOMIC ANALYSIS IN THE MAINTENANCE, REPAIR, AND OVERHAUL INDUSTRY: AN OPTIONS APPROACH. The Engineering Economist 49:1, pages 21-41.
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Hui Sun, Yingzi Liang, Yuning Wang, Xiangcheng Liu & Jidong Chen. (2021) An Optimal Investment Portfolio for BOT Freeway Projects from the Perspective of Transportation and Construction Enterprises. KSCE Journal of Civil Engineering 25:10, pages 3636-3649.
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Tahereh Khodamoradi, Maziar Salahi & Ali Reza Najafi. (2020) Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate. Decisions in Economics and Finance 44:1, pages 197-214.
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Josanco Floreani, Maurizio Polato & Maurizio Massaro. 2018. Contemporary Issues in Banking. Contemporary Issues in Banking 303 327 .
Alejandro Serrano, Rogelio Oliva & Santiago Kraiselburd. (2017) On the cost of capital in inventory models with deterministic demand. International Journal of Production Economics 183, pages 14-20.
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Luke T. Miller. 2015. Overlaps of Private Sector with Public Sector around the Globe. Overlaps of Private Sector with Public Sector around the Globe 17 45 .
John R. Birge. (2015) OM Forum—Operations and Finance Interactions. Manufacturing & Service Operations Management 17:1, pages 4-15.
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Suzanne de Treville, Norman Schürhoff, Lenos Trigeorgis & Benjamin Avanzi. (2014) Optimal Sourcing and Lead-Time Reduction under Evolutionary Demand Risk. Production and Operations Management 23:12, pages 2103-2117.
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Illana Bendavid, Yale T. Herer & Enver Yucesan. (2014) A simulation based investigation of inventory management under working capital constraints. A simulation based investigation of inventory management under working capital constraints.
Chaoliang Zhang & Yong Fang. (2012) Revenue Sharing Contract Based on Supply Chain Finance. Revenue Sharing Contract Based on Supply Chain Finance.
Bardia Kamrad, Akhtar Siddique & Ricardo Ernst. (2011) Partial equilibrium in risk‐based production decisions. Naval Research Logistics (NRL) 59:1, pages 1-17.
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H. Kent Baker & Halil KiymazHemantha Herath & John S. JaheraJr.Jr.. 2011. The Art of Capital Restructuring. The Art of Capital Restructuring 151 167 .
Liwei Kang, Juan He & Jian Wang. (2010) Estimating VaR Based on Copulas of Price Risk in Inventory Financing. Estimating VaR Based on Copulas of Price Risk in Inventory Financing.
Ramesh K. S. Rao & Genaro J. Gutierrez. (2010) Shareholders' Wealth-Maximizing Operating Decisions and Risk Management Practices in a Mixed Contracts Economy. Production and Operations Management 19:4, pages 418-433.
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Yin Li-na & X U Qi. (2010) Coordinating a supply chain with material flow and capital flow integrated. Coordinating a supply chain with material flow and capital flow integrated.
Weizhu Wang & Wei Yu. (2009) The Study of Relationship between Learning-Oriented Culture, Flexible Strategy and Service Innovation. The Study of Relationship between Learning-Oriented Culture, Flexible Strategy and Service Innovation.
Peter Berling & Kaj Rosling. (2005) The Effects of Financial Risks on Inventory Policy. Management Science 51:12, pages 1804-1815.
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Xueqing Zhang. (2005) Financial Viability Analysis and Capital Structure Optimization in Privatized Public Infrastructure Projects. Journal of Construction Engineering and Management 131:6, pages 656-668.
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Luke T. Miller & Chan S. Park. (2009) A Learning Real Options Framework with Application to Process Design and Capacity Planning. Production and Operations Management 14:1, pages 5-20.
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Luke Miller & Mark Bertus. (2005) License valuation in the aerospace industry: A real options approach. Review of Financial Economics 14:3-4, pages 225-239.
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John A. Buzacott & Rachel Q. Zhang. (2004) Inventory Management with Asset-Based Financing. Management Science 50:9, pages 1274-1292.
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Sandalkhan BakatjanMetin ArikanRobert L. K. Tiong. (2003) Optimal Capital Structure Model for BOT Power Projects in Turkey. Journal of Construction Engineering and Management 129:1, pages 89-97.
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T. W. Archibald, L. C. Thomas, J. M. Betts & R. B. Johnston. (2002) Should Start-up Companies Be Cautious? Inventory Policies Which Maximise Survival Probabilities. Management Science 48:9, pages 1161-1174.
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Xiaodong Xu & John R. Birge. (2004) Operational Decisions, Capital Structure, and Managerial Compensation: A News Vendor Perspective. SSRN Electronic Journal.
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Xiaodong Xu & John R. Birge. (2004) Joint Production and Financing Decisions: Modeling and Analysis. SSRN Electronic Journal.
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Volodymyr Babich & John R. Birge. (2020) Foundations and Trends at the Interface of Finance, Operations, and Risk Management. SSRN Electronic Journal.
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Andy Wu, Boray Huang & David Ming-Huang Chiang. (2014) Support SME Suppliers through Buyer-Backed Purchase Order Financing. SSRN Electronic Journal.
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Gyutai Kim & Luke.T. Miller. (2012) An Opportunity Cost Model to Value a Deferral Option. SSRN Electronic Journal.
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Suzanne de Treville, Norman Schürhoff, Lenos Trigeorgis & Benjamin Avanzi. (2012) Optimal Sourcing and Lead-Time Reduction Under Evolutionary Demand Risk. SSRN Electronic Journal.
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