Abstract. Until recently, computational aspects of the Shapley value were only studied under the assumption that there are no externalities from coalition formation, i.e., that the...
Tomasz P. Michalak, Talal Rahwan, Dorota Marciniak...
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...