Nonlinear Transaction Pricing in the Securities Trading Value Chain.
Matthias BurghardtPublished in: Negotiation and Market Engineering (2006)
Keyphrases
- financial markets
- trading strategies
- stock market
- stock price
- database
- portfolio selection
- complementarity problems
- risk management
- nonlinear equations
- trading systems
- electronic commerce
- transaction processing
- black scholes model
- point of sale
- transaction data
- transaction model
- news articles
- database systems
- neural network