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» Approximate Option Pricing
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PDCN
2004
13 years 9 months ago
Speculative prefetching of optional locks in distributed systems
We present a family of methods for speeding up distributed locks by exploiting the uneven distribution of both temporal and spatial locality of access behaviour of many applicatio...
Thomas Schöbel-Theuer
LATIN
2010
Springer
14 years 20 days ago
The Power of Fair Pricing Mechanisms
We explore the revenue capabilities of truthful, monotone (“fair”) allocation and pricing functions for resource-constrained auction mechanisms within a general framework that ...
Christine Chung, Katrina Ligett, Kirk Pruhs, Aaron...
SODA
2012
ACM
226views Algorithms» more  SODA 2012»
11 years 10 months ago
On the hardness of pricing loss-leaders
Consider the problem of pricing n items under an unlimited supply with m buyers. Each buyer is interested in a bundle of at most k of the items. These buyers are single minded, wh...
Preyas Popat, Yi Wu
ICALP
2004
Springer
14 years 28 days ago
Algorithms for Multi-product Pricing
In the information age, the availability of data on consumer profiles has opened new possibilities for companies to increase their revenue via data mining techniques. One approach...
Gagan Aggarwal, Tomás Feder, Rajeev Motwani...
HICSS
2008
IEEE
108views Biometrics» more  HICSS 2008»
14 years 2 months ago
Should Online Auctions Employ Dynamic Buyout Pricing Models?
Online auctions are inherently dynamic. Online auction designs that internalize temporal changes in the economic environment are generally expected to perform better than static d...
Roumen Vragov, Di Shang, Karl Reiner Lang