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CORR
2002
Springer
98views Education» more  CORR 2002»
13 years 7 months ago
An Empirical Model for Volatility of Returns and Option Pricing
In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
Joseph L. McCauley, Gemunu H. Gunaratne
CORR
2002
Springer
105views Education» more  CORR 2002»
13 years 7 months ago
Effectiveness of Preference Elicitation in Combinatorial Auctions
Combinatorial auctions where agents can bid on bundles of items are desirable because they allow the agents to express complementarity and substitutability between the items. Howe...
Benoît Hudson, Tuomas Sandholm
ENVSOFT
2000
51views more  ENVSOFT 2000»
13 years 7 months ago
Simulation of nitrous oxide and nitric oxide emissions from tropical primary forests in the Costa Rican Atlantic Zone
Nitrous oxide (N2O) and nitric oxide (NO) are important atmospheric trace gases participating in the regulation of global climate and environment. Predictive models on the emissio...
Shuguang Liu, William A. Reiners, Michael Keller, ...
CORR
2002
Springer
96views Education» more  CORR 2002»
13 years 7 months ago
The Sketch of a Polymorphic Symphony
In previous work, we have introduced functional strategies, that is, first-class generic functions that can traverse into terms of any type while mixing uniform and type-specific ...
Ralf Lämmel
COR
2007
86views more  COR 2007»
13 years 7 months ago
Sourcing with random yields and stochastic demand: A newsvendor approach
We studied a supplier selection problem, where a buyer, while facing random demand, is to decide ordering quantities from a set of suppliers with different yields and prices.We pr...
Shitao Yang, Jian Yang, Layek Abdel-Malek
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