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most citedA Game-theoretic Machine Learning Approach for Revenue Maximization in Sponsored Search

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math.PR2013

G-Doob-Meyer Decomposition and its Application in Bid-Ask Pricing for American Contingent Claim Under Knightian Uncertainty

Wei Chen

The target of this paper is to establish the bid-ask pricing frame work for the American contingent claims against risky assets with G-asset price systems (see \cite{Chen2013b}) on…