Incentive-aware Contextual Pricing with Non-parametric Market Noise.
Negin GolrezaeiPatrick JailletJason Cheuk Nam LiangPublished in: CoRR (2019)
Keyphrases
- financial markets
- black scholes
- pricing strategies
- dynamic pricing
- optimal pricing
- contextual information
- information asymmetry
- option pricing
- noise model
- noise level
- adverse selection
- signal to noise ratio
- noisy data
- pricing mechanism
- market conditions
- decision making
- information goods
- convertible bonds
- pricing model
- additive noise
- median filter
- context sensitive
- missing data
- random noise
- image noise
- noise reduction
- multi agent systems