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FS
2010
148views more  FS 2010»
13 years 6 months ago
Option hedging for small investors under liquidity costs
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
Umut Çetin, H. Mete Soner, Nizar Touzi
GLOBECOM
2009
IEEE
14 years 2 months ago
A Participation Incentive Market Mechanism for Allocating Heterogeneous Network Services
— This paper studies an auction based allocation of network resources for short-term contracts for heterogeneous network services. The combinatorial winner selection yields the o...
Juong-Sik Lee, Boleslaw K. Szymanski
EURONGI
2006
Springer
13 years 11 months ago
Framework for Resource Allocation in Heterogeneous Wireless Networks Using Game Theory
This is a framework for resource allocation in a heterogeneous system composed of various access networks, for instance Third Generation wireless networks (3G) and WLAN, in the pre...
Mariana Dirani, Tijani Chahed
WPES
2005
ACM
14 years 1 months ago
The privacy cost of the second-chance offer
This paper examines a generalization of a two-stage game common on eBay: an ascending-price auction followed by price discrimination (the second chance offer). High bids in the a...
Sumit Joshi, Yu-An Sun, Poorvi L. Vora
TCOM
2008
91views more  TCOM 2008»
13 years 7 months ago
On the Performance of Opportunistic Cooperative Wireless Networks
Abstract--The aim of this paper is to study the impact of channel state information on the design of cooperative transmission protocols. This is motivated by the fact that the perf...
Zhiguo Ding, Yu Gong, Tharmalingam Ratnarajah, C. ...