When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
—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...
Ashraf Al Daoud, Murat Alanyali, David Starobinski
Abstract. We study the use of viral marketing strategies on social networks that seek to maximize revenue from the sale of a single product. We propose a model in which the decisio...
David Arthur, Rajeev Motwani, Aneesh Sharma, Ying ...
— This paper analyzes a communication network with heterogeneous customers. We investigate priority queueing as a way to differentiate between these users. Customers join the net...
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...