73 search results - page 7 / 15 » Trading in Markovian Price Models |
FS
2006
13 years 7 months ago
2006
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
SIAMREV
2010
13 years 2 months ago
2010
Abstract. The main thrust of the paper is the design and the numerical analysis of new capand-trade schemes for the control and the reduction of atmospheric pollution. The tools de...
CIMCA
2008
IEEE
14 years 2 months ago
2008
IEEE
Online auctions have become extremely popular in recent years. Ability to predict winning bid prices accurately can help bidders to maximize their profit. This paper proposes a nu...
CATS
2007
13 years 9 months ago
2007
Financial derivatives are contracts concerning rights and obligations to engage in future transactions on some underlying financial instrument. A major concern in financial mark...
SIGECOM
2008
ACM
13 years 7 months ago
2008
ACM
We report on an extensive series of highly controlled human subject experiments in networked trade. Our point of departure is a simple and well-studied bipartite network exchange ...