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The use of power numeraires in option pricing.

Mark S. Joshi
Published in: Oper. Res. Lett. (2017)
Keyphrases
  • option pricing
  • stock price
  • decision analysis
  • black scholes
  • capital budgeting
  • black scholes model
  • real option
  • decision makers
  • neural network
  • expert systems
  • domain knowledge