28 search results - page 4 / 6 » Duality in option pricing based on prices of other derivativ... |
ICDCS
2005
IEEE
14 years 1 months ago
2005
IEEE
We study how a server may disseminate a large volume of data to a set of clients in the shortest possible time. We first consider a cooperative scenario where clients are willing...
TON
2010
13 years 5 months ago
2010
—We develop analytical models to characterize pricing of spectrum rights in cellular CDMA networks. Specifically, we consider a primary license holder that aims to lease its spe...
WSC
2007
13 years 9 months ago
2007
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...
ATAL
2006
Springer
13 years 11 months ago
2006
Springer
This paper proposes an efficient agent for competing in Cliff Edge (CE) environments, such as sealed-bid auctions, dynamic pricing and the ultimatum game. The agent competes in on...
WSC
2007
13 years 9 months ago
2007
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...