Pricing early exercise contracts in incomplete markets.

Adam M. Oberman Thaleia Zariphopoulou

Published in: Comput. Manag. Sci. (2003)

Keyphrases

spot market
financial markets
pricing strategies
garch model
network effects
supply chain
information goods
noisy data
data sets
stock market
incomplete data
uncertain information
neural network
power generation
missing data
electronic commerce
revenue management
multi agent
moral hazard