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Direct Exchange Mechanisms for Option Pricing.

Sarvar AbdullaevPeter McBurneyKatarzyna Musial
Published in: EUMAS (2014)
Keyphrases
  • option pricing
  • stock price
  • black scholes
  • decision analysis
  • capital budgeting
  • black scholes model
  • genetic algorithm
  • reinforcement learning
  • short term
  • multi attribute
  • historical data
  • real option