354 search results - page 28 / 71 » Approximate Option Pricing |
STOC
2006
ACM
14 years 7 months ago
2006
ACM
In this paper, we present a simple distributed algorithm for resource allocation which simultaneously approximates the optimum value for a large class of objective functions. In p...
COCOON
2005
Springer
13 years 9 months ago
2005
Springer
We consider a variation of the classical problem of finding prices which guarantee equilibrium in linear markets consisting of divisible goods and agents with money. Specificall...
ASAP
2004
IEEE
13 years 11 months ago
2004
IEEE
Dynamic programming for approximate string matching is a large family of different algorithms, which vary significantly in purpose, complexity, and hardware utilization. Many impl...
WINE
2010
Springer
13 years 5 months ago
2010
Springer
We study the optimal pricing strategies of a monopolist selling a divisible good (service) to consumers that are embedded in a social network. A key feature of our model is that c...
CORR
2010
Springer
13 years 7 months ago
2010
Springer
We investigate the extent to which price updates can increase the revenue of a seller with little prior information on demand. We study prior-free revenue maximization for a selle...