354 search results - page 33 / 71 » Approximate Option Pricing |
DA
2010
13 years 7 months ago
2010
In competitive wholesale electricity markets, regulated load serving entities (LSEs) and marketers with default service contracts have obligations to serve fluctuating load at pre...
ESA
2007
Springer
14 years 1 months ago
2007
Springer
Consider the following network subscription pricing problem. We are given a graph G = (V, E) with a root r, and potential customers are companies headquartered at r with locations...
EOR
2008
13 years 7 months ago
2008
Consider a retailer that rents products to customers for a pre-specified rental duration. By considering the dynamics of uncertain rental demand and return processes, we first pre...
HICSS
2007
IEEE
14 years 1 months ago
2007
IEEE
One of the main contributions of classical mechanism design is the derivation of the Groves mechanisms. The class of Groves mechanisms are the only mechanisms that are strategy-pr...
MFCS
2004
Springer
14 years 29 days ago
2004
Springer
Abstract. In this work, we consider an interesting variant of the wellstudied KP model [18] for selfish routing that reflects some influence from the much older Wardrop model [3...