The pricing and optimal strategies of callable warrants.
Kyoko YagiKatsushige SawakiPublished in: Eur. J. Oper. Res. (2010)
Keyphrases
- optimal strategy
- decision problems
- monte carlo
- expected cost
- mathematical models
- pricing model
- expected utility
- data sets
- dynamic pricing
- financial markets
- bayesian networks
- machine learning
- markov chain
- multi objective
- social networks
- profit maximization
- black scholes model
- probability distribution
- np hard
- artificial intelligence
- option pricing
- real time
- cooperative game
- double exponential