Login / Signup

Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing.

Likuan QinVadim Linetsky
Published in: Oper. Res. (2016)
Keyphrases
  • long term
  • short term
  • profit maximization
  • dynamic pricing
  • pricing model
  • convertible bonds
  • data sets
  • positive and negative
  • revenue management
  • image segmentation
  • singular value decomposition
  • mechanism design