68 search results - page 5 / 14 » The price of uncertainty |
INFOCOM
2003
IEEE
14 years 1 months ago
2003
IEEE
— Recent investigations into the pricing of multiclass loss networks have shown that static prices are optimal in the asymptotic regime of many small sources. These results sugge...
ISIPTA
2003
IEEE
14 years 1 months ago
2003
IEEE
The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
EUSFLAT
2009
13 years 5 months ago
2009
Abstract-- A portfolio model to minimize the risk of falling under uncertainty is discussed. The risk of falling is represented by the value-at-risk of rate of return. Introducing ...
CORR
2011
Springer
12 years 11 months ago
2011
Springer
—The paper proposes a framework for modeling and analysis of the dynamics of supply, demand, and clearing prices in power system with real-time retail pricing and information asy...
MANSCI
2008
13 years 7 months ago
2008
We introduce callable products into a finite-capacity, two-period sales or booking process where low-fare customers book first. A callable product is a unit of capacity sold at th...