354 search results - page 20 / 71 » Approximate Option Pricing |
WSC
2004
13 years 9 months ago
2004
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
EOR
2007
13 years 7 months ago
2007
Classical vehicle routing problems typically do not consider the impact of delivery price on the demand for delivery services. Existing models seek the minimum sum of tour lengths...
FOCS
2009
IEEE
14 years 2 months ago
2009
IEEE
We consider the Item Pricing problem for revenue maximization in the limited supply setting, where a single seller with n items caters to m buyers with unknown subadditive valuati...
ESA
2009
Springer
14 years 2 months ago
2009
Springer
We study the performance of approximate Nash equilibria for congestion games with polynomial latency functions. We consider how much the price of anarchy worsens and how much the ...
ICCS
2001
Springer
14 years 2 min ago
2001
Springer
We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...