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math.OC2019
Optimal forward contract design for inventory: a value-of-waiting analysis
Roy O. Davies, A. J. Ostaszewski
A classical inventory problem is studied from the perspective of embedded options, reducing inventory-management to the design of optimal contracts for forward delivery of stock (c…
math.OC2019
Subdominant eigenvalue location and the robustness of Dividend Policy Irrelevance
A. J. Ostaszewski
This paper, on subdominant eigenvalue location of a bordered diagonal matrix, is the mathematical sequel to an accounting paper by Gao, Ohlson, Ostaszewski \cite{GaoOO}. We explore…