354 search results - page 21 / 71 » Approximate Option Pricing |
GECCO
2007
Springer
14 years 1 months ago
2007
Springer
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
ATAL
2006
Springer
13 years 11 months ago
2006
Springer
This paper proposes an efficient agent for competing in Cliff Edge (CE) environments, such as sealed-bid auctions, dynamic pricing and the ultimatum game. The agent competes in on...
WINE
2005
Springer
14 years 1 months ago
2005
Springer
We present a mechanism for reservations of bursty resources that is both truthful and robust. It consists of option contracts whose pricing structure induces users to reveal the tr...
WADS
2005
Springer
14 years 1 months ago
2005
Springer
We present efficient approximation algorithms for a number of problems that call for computing the prices that maximize the revenue of the seller on a set of items. Algorithms for ...
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...