Login / Signup

Contingent claim pricing through a continuous time variational bargaining scheme.

Nuno AzevedoDiogo PinheiroStylianos Z. XanthopoulosAthanasios N. Yannacopoulos
Published in: Ann. Oper. Res. (2018)
Keyphrases
  • state space
  • markov chain
  • utility function
  • variational methods
  • computer vision
  • decision making
  • reinforcement learning
  • optical flow
  • multiagent systems
  • incomplete information
  • markov processes