Login / Signup

An Analytical Valuation Framework for Financial Assets with Trading Suspensions.

Christian P. FriesLorenzo Torricelli
Published in: SIAM J. Financial Math. (2020)
Keyphrases
  • main contribution
  • lightweight
  • financial markets
  • information systems
  • decision trees
  • multiscale
  • bayesian framework
  • test bed
  • trading strategies