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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
WECWIS
1999
IEEE
164views ECommerce» more  WECWIS 1999»
13 years 12 months ago
Effect of Bargaining in Electronic Commerce
Internet business has grown at an unprecedented rate in the past several years. Recent research has found that the functions provided by a store have a significant impact on custo...
Ting-Peng Liang, Her-Sen Doong
SIAMCO
2011
13 years 2 months ago
Admissible Strategies in Semimartingale Portfolio Selection
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
Sara Biagini, Ales Cerný
ACMICEC
2007
ACM
145views ECommerce» more  ACMICEC 2007»
13 years 11 months ago
Advance selling and internet intermediary: travel distribution strategies in the e-commerce age
We investigate two challenges advance of e-commerce creates for traditional practice of travel distribution. First, we explore whether travel providers benefit from strategically ...
Zhe Qu
DCOSS
2011
Springer
12 years 7 months ago
A distributed information fusion method for localization based on Pareto optimization
—To overcome the limitations of specific positioning techniques for mobile wireless nodes and achieve a high accuracy, the fusion of heterogeneous sensor information is an appea...
Alessio De Angelis, Carlo Fischione