28 search results - page 2 / 6 » Duality in option pricing based on prices of other derivativ... |
ENGL
2008
13 years 7 months ago
2008
High performance computing is becoming increasingly important in the field of financial computing, as the complexity of financial models continues to increase. Many of these financ...
ECAI
2010
Springer
13 years 8 months ago
2010
Springer
Abstract. In this paper we introduce a new option pricing mechanism for reducing the exposure problem encountered by bidding agents with complementary valuations when participating...
STOC
2012
ACM
11 years 10 months ago
2012
ACM
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
IOR
2006
13 years 7 months ago
2006
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...
INFOCOM
2006
IEEE
14 years 1 months ago
2006
IEEE
— In many cases, a mobile user has the option of connecting to one of several IEEE 802.11 access points (APs), each using an independent channel. User throughput in each AP is de...