Addressing the Exposure Problem of Bidding Agents Using Flexibly Priced Options
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Publication:2999194
DOI10.3233/978-1-60750-606-5-581zbMath1211.91240OpenAlexW1549850354MaRDI QIDQ2999194
Ioannis A. Vetsikas, Nicholas R. Jennings, Valentin Robu, Enrico H. Gerding
Publication date: 11 May 2011
Full work available at URL: https://doi.org/10.3233/978-1-60750-606-5-581
Derivative securities (option pricing, hedging, etc.) (91G20) Auctions, bargaining, bidding and selling, and other market models (91B26) Agent technology and artificial intelligence (68T42)
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