Market Making and Pricing of Financial Derivatives based on Road Travel Times.
Ke WanAlain L. KornhauserPublished in: CoRR (2023)
Keyphrases
- travel time
- financial markets
- road network
- transportation networks
- traffic data
- urban areas
- vehicle routing and scheduling
- traffic conditions
- stock market
- stock price
- traffic information
- traffic flows
- vehicle routing
- financial data
- traffic congestion
- traffic flow
- financial crisis
- shortest path
- option pricing
- decision making
- road traffic
- routing problem
- travel cost
- route planning
- vehicle routing problem
- pricing strategies
- emergency services
- prize collecting
- dynamic pricing
- traffic management
- moving objects
- trajectory data
- optimal solution
- traveling salesman problem
- pricing mechanism