A reduced pricing model for mezzanine financing based on options and support vector machines.
Chuanhe ShenZhe XuYanchun YangPublished in: Clust. Comput. (2016)
Keyphrases
- pricing model
- support vector
- supply chain
- large margin classifiers
- learning machines
- convertible bonds
- real option
- bi level
- empirical analysis
- option pricing
- dynamic pricing
- support vector machine
- parallel machines
- data mining
- stock price
- financial crisis
- feature selection
- supply chain management
- lead time
- life cycle
- long term
- pricing mechanism