Equilibrium-Based Black-Scholes Option Pricing in Electricity Markets.
Hani Raouf SheybaniMajid Oloomi BuygiPublished in: IEEE Syst. J. (2022)
Keyphrases
- black scholes
- option pricing
- electricity markets
- market participants
- bidding strategies
- market clearing
- stock price
- decision analysis
- software agents
- game theory
- capital budgeting
- fuzzy numbers
- nash equilibrium
- financial markets
- black scholes model
- stock exchange
- real option
- computational complexity
- artificial intelligence
- multi criteria
- knowledge engineering
- stock market