Pricing Average Price Advertising Options When Underlying Spot Market Prices Are Discontinuous.
Bowei ChenMohan S. KankanhalliPublished in: IEEE Trans. Knowl. Data Eng. (2019)
Keyphrases
- market prices
- convertible bonds
- option pricing
- stock market
- pricing model
- electric power
- supply chain management
- black scholes model
- prediction markets
- dynamic pricing
- black scholes
- non stationary
- decision makers
- mechanism design
- intelligent systems
- supply chain
- financial crisis
- natural gas
- expert systems
- cooperative
- decision making