354 search results - page 27 / 71 » Approximate Option Pricing |
COCOON
2005
Springer
14 years 1 months ago
2005
Springer
Abstract. We study the interval subset sum problem (ISSP), a generalization of the classic subset-sum problem, where given a set of intervals, the goal is to choose a set of intege...
HICSS
2007
IEEE
14 years 1 months ago
2007
IEEE
A firm energy market for Colombia is presented. Firm energy—the ability to provide energy in a dry period—is the product needed for reliability in Colombia’s hydrodominated ...
WINE
2009
Springer
14 years 3 days ago
2009
Springer
We consider the complexity of decision making with regards to predatory pricing in multimarket oligopoly models. Specifically, we present multimarket extensions of the classical s...
ESA
2007
Springer
13 years 11 months ago
2007
Springer
We consider the problem of pricing items so as to maximize the profit made from selling these items. An instance is given by a set E of n items and a set of m clients, where each c...
FSTTCS
2010
Springer
13 years 5 months ago
2010
Springer
ABSTRACT. Motivated by economic thought, a recent research agenda has suggested the algorithmic study of combinatorial optimization problems under functions which satisfy the prope...