Capital Asset Pricing Model with Interval Data.
Sutthiporn PiamsuwannakitKittawit AutchariyapanitkulSongsak SriboonchittaRujira OuncharoenPublished in: IUKM (2015)
Keyphrases
- interval data
- pricing model
- minmax regret
- shortest path problem
- bi level
- convertible bonds
- dynamic pricing
- temporal data
- real option
- data clustering
- empirical analysis
- supply chain
- financial markets
- stock price
- pricing mechanism
- multivariate data
- probability distribution
- dynamic programming
- machine learning
- neural network