354 search results - page 30 / 71 » Approximate Option Pricing |
CISS
2008
IEEE
14 years 2 months ago
2008
IEEE
—This paper examines a simple model of how a provider ISP charges customer ISPs by assuming the provider ISP wants to maximize its revenue when customer ISPs have the possibility...
WINE
2009
Springer
14 years 2 months ago
2009
Springer
In a Stackelberg pricing game a leader aims to set prices on a subset of a given collection of items, such as to maximize her revenue from a follower purchasing a feasible subset o...
CORR
2008
Springer
13 years 7 months ago
2008
Springer
Algorithmic pricing is the computational problem that sellers (e.g., in supermarkets) face when trying to set prices for their items to maximize their profit in the presence of a ...
IJAR
2008
13 years 7 months ago
2008
Using Shafer and Vovk's game-theoretic framework for probability, we derive a capital asset pricing model from an efficient market hypothesis, with no assumptions about the b...
WAOA
2004
Springer
14 years 28 days ago
2004
Springer
Abstract. We consider a Stackelberg pricing problem in directed networks. Tariffs have to be defined by an operator, the leader, for a subset of the arcs, the tariff arcs. Clien...