Robust Framework for Quantifying the Value of Information in Pricing and Hedging.
Anna AksamitZhaoxu HouJan OblójPublished in: SIAM J. Financial Math. (2020)
Keyphrases
- structural information
- genetic algorithm
- information sources
- main contribution
- databases
- domain knowledge
- spatial information
- information content
- contextual information
- information overload
- risk management
- background knowledge
- theoretical framework
- information processing
- user interaction
- higher level
- prior knowledge
- keywords
- data mining