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MANSCI
2010
83views more  MANSCI 2010»
13 years 2 months ago
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
We exploit the information in the options market to study the variations of return risk and market prices of different sources of risk during the rise and fall of the Nasdaq marke...
Gurdip Bakshi, Liuren Wu
CSO
2009
IEEE
14 years 2 months ago
Competitive Analysis of Online Price Discount Replacement Problem
When a paid price discount activity occurs, the decisionmaker must decide whether or not and when to pay the additional fees for preferential price in an online fashion. This prob...
Lili Ding, Xinmin Liu, Wanglin Kang
CORR
2006
Springer
126views Education» more  CORR 2006»
13 years 7 months ago
Belief Calculus
This paper describes a method for risk analysis based on the approach used in CRAMM, but instead of using discrete measures for threats and vulnerabilities and lookup tables to de...
Audun Jøsang
WSC
2001
13 years 8 months ago
Modeling risk in the dynamic environment of maritime transportation
The Washington State Ferries are one of the largest ferry systems in the world. Accidents involving Washington State Ferries are rare events. However, low probability, high conseq...
Jason R. W. Merrick, J. René van Dorp, Thom...
IJAR
2008
140views more  IJAR 2008»
13 years 7 months ago
Financial risk measurement with imprecise probabilities
Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...
Paolo Vicig