73 search results - page 6 / 15 » Trading in Markovian Price Models |
FS
2006
13 years 7 months ago
2006
Abstract. We consider a bank having several trading desks, each of which trades a different class of contingent claims with each desk using a different model. We assume that the mo...
TON
2010
13 years 6 months ago
2010
—This paper considers the problem of pricing and transmission scheduling for an Access Point (AP) in a wireless network, where the AP provides service to a set of mobile users. T...
CIMCA
2008
IEEE
14 years 2 months ago
2008
IEEE
With the advent of e-Commerce, enterprises can no longer rely on static business strategies. They have to be able to cope in dynamic and uncertain electronic environments, especia...
FINANCECOM
2007
Springer
14 years 1 months ago
2007
Springer
For the execution of large equity orders, institutional investors often use the Volume Weighted Average Price (VWAP) as a benchmark to measure execution quality. To achieve this, ...
GLOBECOM
2006
IEEE
14 years 1 months ago
2006
IEEE
This paper outlines trends reshaping the business of International Long Distance (ILD) voice minutes trading. Our analysis is centered on Arbinet’s business model: an electro...