586 search results - page 14 / 118 » Algorithms for Multi-product Pricing |
IJPP
2010
13 years 6 months ago
2010
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
CNSM
2010
13 years 5 months ago
2010
Abstract--In this paper, we present demand-side energy management under real-time demand-response pricing as a task scheduling problem which is NP-hard. Using minmax as the objecti...
ESA
2009
Springer
14 years 2 months ago
2009
Springer
Abstract. Most recent papers addressing the algorithmic problem of allocating advertisement space for keywords in sponsored search auctions assume that pricing is done via a first...
CSC
2006
13 years 9 months ago
2006
How to price options efficiently and accurately is an important research problem. Options can be priced by the lattice model. Although the pricing results converge to the theoreti...
AAIM
2009
Springer
13 years 5 months ago
2009
Springer
Most sponsored search auctions use the Generalized Second Price (GSP) rule. Given the GSP rule, they try to give an optimal allocation, an easy task when the only need is to alloca...