: Pricing and market calibration for options on energy commodities.
Emanuele FabbianiAndrea MarzialiGiuseppe De NicolaoPublished in: Softw. Impacts (2020)
Keyphrases
- option pricing
- black scholes
- black scholes model
- stock price
- decision analysis
- financial markets
- camera calibration
- convertible bonds
- energy consumption
- dynamic pricing
- optimal pricing
- pricing strategies
- double exponential
- focal length
- information goods
- energy minimization
- stock exchange
- historical data
- pricing mechanism
- image sequences
- calibration method
- financial data
- computer vision
- power generation
- single commodity
- supply chain