Market making refers broadly to trading strategies that seek to profit by providing liquidity to other traders, while avoiding accumulating a large net position in a stock. In th...
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
A distributed XML document is an XML document that spans several machines or Web repositories. We assume that a distribution design of the document tree is given, providing an XML...
This paper describes how use the HTMLEditorKit to perform web data mining on stock statistics for listed firms. Our focus is on making use of the web to get information about comp...
We show the first detailed realistic e-business application scenario that uses and exploits capabilities of the SweetRules V2.1 toolset for e-contracting using the SweetDeal approa...