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SIAMFM
2011
72views more  SIAMFM 2011»
12 years 10 months ago
Robust Hedging of Double Touch Barrier Options
We consider model-free pricing of digital options, which pay out if the underlying asset has crossed both upper and lower barriers. We make only weak assumptions about the underly...
A. M. G. Cox, Jan Obloj
ECR
2002
88views more  ECR 2002»
13 years 7 months ago
Web Based Capacity Allocation Strategies for Customers with Heterogeneous Preferences
We study different mechanisms for the pricing and allocation of capacity to customers with heterogeneous and unknown preferences. The mechanisms we study include posting of prices...
Vipul Agrawal, Giuseppe Lopomo, Sridhar Seshadri
ISR
2010
13 years 2 months ago
Use of Pricing Schemes for Differentiating Information Goods
Information goods vendors offer different pricing schemes such as per user pricing and site licensing. Why do competing sellers adopt different pricing schemes for the same inform...
Vidyanand Choudhary
ICDCS
2012
IEEE
11 years 10 months ago
Towards Optimal Capacity Segmentation with Hybrid Cloud Pricing
—Cloud resources are usually priced in multiple markets with different service guarantees. For example, Amazon EC2 prices virtual instances under three pricing schemes — the su...
Wei Wang, Baochun Li, Ben Liang
ICA3PP
2010
Springer
14 years 12 days ago
Strategy-Proof Dynamic Resource Pricing of Multiple Resource Types on Federated Clouds
Abstract. There is growing interest in large-scale resource sharing with emerging architectures such as cloud computing, where globally distributed and commoditized resources can b...
Marian Mihailescu, Yong Meng Teo