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» Algorithms for Multi-product Pricing
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NETGAMES
2006
ACM
14 years 1 months ago
A practical pricing model of inter-domain multicasting based on game theory
— A practical pricing mechanism is the foundation for the deploying of IP multicast in the inter-domain Internet. The IP multicast service model and its pricing mechanism are dis...
Jinjing Zhao, Peidong Zhu, Xicheng Lu, Feng Zhao
AMC
2005
123views more  AMC 2005»
13 years 7 months ago
An efficient convergent lattice algorithm for European Asian options
Financial options whose payoff depends critically on historical prices are called pathdependent options. Their prices are usually harder to calculate than options whose prices do ...
Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu
CN
2000
108views more  CN 2000»
13 years 7 months ago
A Web marketing system with automatic pricing
: We propose a new scheme of `automatic pricing' for digital contents, and describe an implemented system as well as concrete pricing algorithms for it. Automatic pricing refe...
Naoki Abe, Tomonari Kamba
HPCS
2005
IEEE
14 years 1 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
ESA
2005
Springer
77views Algorithms» more  ESA 2005»
14 years 1 months ago
On the Price of Anarchy and Stability of Correlated Equilibria of Linear Congestion Games
We consider the price of stability for Nash and correlated equilibria of linear congestion games. The price of stability is the optimistic price of anarchy, the ratio of the cost ...
George Christodoulou, Elias Koutsoupias