586 search results - page 5 / 118 » Algorithms for Multi-product Pricing |
AAIM
2007
Springer
14 years 1 months ago
2007
Springer
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
SIGECOM
2006
ACM
14 years 1 months ago
2006
ACM
We present approximation and online algorithms for a number of problems of pricing items for sale so as to maximize seller’s revenue in an unlimited supply setting. Our first r...
IDEAL
2004
Springer
14 years 1 months ago
2004
Springer
In this paper, we present PRICES, an efficient algorithm for mining association rules, which first identifies all large itemsets and then generates association rules. Our approach ...
CORR
2012
Springer
12 years 3 months ago
2012
Springer
One-clock priced timed games is a class of two-player, zero-sum, continuous-time games that was defined and thoroughly studied in previous works. We show that One-clock priced ti...
STOC
2006
ACM
14 years 8 months ago
2006
ACM
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...