Before revision:  The paper is completed by some computer drawings showing the behaviour of the optimal inventory for spot prices given by a geometric Brownian motion , an exponential jump-diffusion , or an exponential Ornstein-Uhlenbeck process .
After revision:  The paper is completed by some computer drawings showing the behaviour of the optimal inventory for spot prices given by a geometric Brownian motion , an exponential jump-diffusion process. In the first case we also make a numerical comparison between the value function and the revenue associated to the classical static "newsvendor" strategy .