Pricing Risks Across Currency Denominations.
Thomas A. MaurerThuy-Duong TôNgoc-Khanh TranPublished in: Manag. Sci. (2019)
Keyphrases
- risk management
- decision making
- financial markets
- risk assessment
- risk analysis
- mechanism design
- distributional assumptions
- data sets
- convertible bonds
- profit maximization
- dynamic pricing
- revenue management
- option pricing
- pricing model
- black scholes model
- optimal pricing
- risk factors
- information systems
- search engine
- machine learning