Discriminatory Pricing of Over-the-Counter Derivatives.

Harald Hau Peter Hoffmann Sam Langfield Yannick Timmer

Published in: Manag. Sci. (2021)

Keyphrases

higher order
optimal pricing
directional derivatives
financial markets
databases
profit maximization
mechanism design
feature set
double exponential
pricing model
dynamic pricing
optimal solution
clustering algorithm
decision making
artificial intelligence
genetic algorithm
data mining
neural network