A Lattice Framework for Pricing Display Ad Options with the Stochastic Volatility Underlying Model.
Bowei ChenJun WangPublished in: CoRR (2014)
Keyphrases
- computational model
- probabilistic model
- statistical model
- probability distribution
- conceptual model
- stochastic model
- formal model
- modeling framework
- high level
- parameter estimation
- mathematical framework
- mathematical model
- revenue management
- lattice structure
- decision model
- theoretical foundation
- theoretical framework
- objective function
- similarity measure