Implied trees in illiquid markets: A Choquet pricing approach.
Silvia MuzzioliCostanza TorricelliPublished in: Int. J. Intell. Syst. (2002)
Keyphrases
- financial markets
- decision trees
- network effects
- information goods
- electronic commerce
- pricing strategies
- fuzzy integral
- tree structures
- distributional assumptions
- double auction
- spot market
- market conditions
- tree models
- mechanism design
- leaf nodes
- tree structure
- neural network
- revenue management
- labeled trees
- search costs
- machine learning