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FS
2010
124views more  FS 2010»
13 years 6 months ago
Comparison results for stochastic volatility models via coupling
The aim of this paper is to investigate the properties of stochastic volatility models, and to discuss to what extent, and with regard to which models, properties of the classical...
David Hobson
CORR
2004
Springer
105views Education» more  CORR 2004»
13 years 7 months ago
An Approximation Algorithm for Stackelberg Network Pricing
Sébastien Roch, Patrice Marcotte, Gilles Sa...
SIGECOM
2009
ACM
118views ECommerce» more  SIGECOM 2009»
14 years 2 months ago
Modeling volatility in prediction markets
There is significant experimental evidence that prediction markets are efficient mechanisms for aggregating information and are more accurate in forecasting events than tradition...
Nikolay Archak, Panagiotis G. Ipeirotis
ER
2010
Springer
121views Database» more  ER 2010»
13 years 6 months ago
Reasoning with Optional and Preferred Requirements
Abstract. Of particular concern in requirements engineering is the selection of requirements to implement in the next release of a system. To that end, there has been recent work o...
Neil A. Ernst, John Mylopoulos, Alexander Borgida,...