Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds.

Jocelyne Bion-Nadal Giulia Di Nunno

Published in: SIAM J. Financial Math. (2020)

Keyphrases

lower bound
upper bound
worst case
real time
data sets
decision making
dynamic environments
minimum risk
database
neural network
risk assessment
upper and lower bounds
high risk