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FS
2006
82views more  FS 2006»
15 years 4 months ago
A super-replication theorem in Kabanov's model of transaction costs
We prove a general version of the super-replication theorem, which applies to Kabanov's model of foreign exchange markets under proportional transaction costs. The market is ...
Luciano Campi, Walter Schachermayer
JUCS
2008
147views more  JUCS 2008»
15 years 4 months ago
Cost Model for Bitstream Access Services with QoS Parameters
: The European Regulator Group (ERG) defines Bitstream Access Service as a wholesale service offered by a broadband network operator with significant market power to an Internet Se...
Laura Rodríguez de Lope, Klaus D. Hackbarth
138
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HPDC
2007
IEEE
15 years 10 months ago
A statistical approach to risk mitigation in computational markets
We study stochastic models to mitigate the risk of poor Quality-of-Service (QoS) in computational markets. Consumers who purchase services expect both price and performance guaran...
Thomas Sandholm, Kevin Lai
CVPR
2005
IEEE
16 years 6 months ago
Towards Complete Generic Camera Calibration
We consider the problem of calibrating a highly generic imaging model, that consists of a non-parametric association of a projection ray in 3D to every pixel in an image. Previous...
Srikumar Ramalingam, Peter F. Sturm, Suresh K. Lod...
WSC
2008
15 years 6 months ago
Tradeoffs in building a generic supply chain simulation capability
Building a simulation model for any large complex system requires high expertise and effort. These requirements can be reduced through building generic simulation capability that ...
Sanjay Jain