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Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints.
Jun Tong
Jiaqiao Hu
Jianqiang Hu
Published in:
Eur. J. Oper. Res. (2017)
Keyphrases
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pricing model
optimal pricing
pricing mechanism
dynamic pricing
bi level
convertible bonds
real option
supply chain
neural network
game theory
stock price
objective function
empirical analysis
decision making
gray scale
supply chain management