Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences.
Patrick CheriditoUlrich HorstMichael KupperTraian A. PirvuPublished in: Math. Oper. Res. (2016)
Keyphrases
- translation invariant
- market equilibrium
- multiscale
- wavelet transform
- mathematical morphology
- financial markets
- denoising
- object identification
- network effects
- morphological operators
- demand function
- bidding strategies
- structuring elements
- wavelet packet
- game theory
- texture features
- pricing strategies
- pricing mechanism
- shift invariant
- gray scale
- image processing
- partial differential equations
- color images
- dynamic pricing
- image analysis
- feature vectors
- face recognition