354 search results - page 18 / 71 » Approximate Option Pricing |
HICSS
2007
IEEE
14 years 1 months ago
2007
IEEE
We examine a few elementary cases of forward contracting and a process by which capacity contracts with energy strike prices can lead to incentives for enhanced competition. To mo...
AOR
2010
13 years 5 months ago
2010
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Lecture Notes
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
MMB
1999
Springer
13 years 11 months ago
1999
Springer
WINE
2010
Springer
13 years 5 months ago
2010
Springer
We consider the Stackelberg shortest-path pricing problem, which is defined as follows. Given a graph G with fixed-cost and pricable edges and two distinct vertices s and t, we may...