An example of indifference prices under exponential preferences.

Marek Musiela Thaleia Zariphopoulou

Published in: Finance Stochastics (2004)

Keyphrases

user preferences
decision making
purchasing behavior
neural network
preference relations
preference elicitation
multi attribute
soft constraints
dynamic pricing
knowledge base
computational complexity
special case
state space
electricity markets
pricing model
market data