Bond pricing under imprecise information.
Elettra AgliardiRossella AgliardiPublished in: Oper. Res. (2011)
Keyphrases
- imprecise information
- multi criteria
- option pricing
- decision analysis
- black scholes model
- decision makers
- profit maximization
- website
- financial markets
- mechanism design
- revenue management
- pricing model
- real time
- distributional assumptions
- pattern recognition
- learning algorithm
- dynamic pricing
- pricing strategies
- neural network
- convertible bonds
- database