Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Abstract. We study optimal control in large stochastic multi-agent systems in continuous space and time. We consider multi-agent systems where agents have independent dynamics with...
Abstract. Real market institutions, stock and commodity exchanges for example, do not occur in isolation. Company stock is frequently listed on several stock exchanges, allowing tr...
Jinzhong Niu, Kai Cai, Simon Parsons, Elizabeth Sk...
Abstract. Considering one-dimensional continuum-armed bandit problems, we propose an improvement of an algorithm of Kleinberg and a new set of conditions which give rise to improve...
Abstract. In psychology the ‘A not B’ error, whereby infants perseverate in reaching to the location where a toy was previously hidden after it has been moved to a new location...