73 search results - page 8 / 15 » Trading in Markovian Price Models |
EMSOFT
2010
Springer
13 years 5 months ago
2010
Springer
Cloud computing is an emerging paradigm aimed to offer users pay-per-use computing resources, while leaving the burden of managing the computing infrastructure to the cloud provid...
COMCOM
2004
13 years 7 months ago
2004
Pricing content defines a major challenge for tomorrow's Internet, since existing models appear to be unworkable. However, the provider of content, commercial ones as well as...
SIAMJO
2010
13 years 2 months ago
2010
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 ...
SIAMFM
2011
12 years 10 months ago
2011
We consider model-free pricing of digital options, which pay out if the underlying asset has crossed both upper and lower barriers. We make only weak assumptions about the underly...
FS
2010
13 years 6 months ago
2010
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...