Efficient inventory management in the face of product variety is an important part of retail operations management. In this paper, we analyze the optimal stocking policy for a retailer, in a setup with a single horizontally differentiated product with an arbitrary number of product variants,...

In this short paper, we study the asymptotics for the price of call options for very large strikes and put options for very small strikes. The stock price is assumed to follow the Black-Scholes models. We analyze European, Asian, American, Parisian and perpetual options and conclude that the...

The digitization of media and the growth of broadband internet has transformed the streaming video industry, and the subscription video on demand (SVOD) industry in particular. Online content providers (CPs) are trying out new business models that upend the traditional television industry that...