Sciweavers

73 search results - page 9 / 15
» Trading in Markovian Price Models
Sort
View
ECIS
2003
13 years 9 months ago
From e-business to knowledge e-trading
This paper aims to show investigations made in knowledge e-marketplaces (Ke-markets). It gathers, reviews, structures, and compiles in a homogeneous presentation information of th...
Emanuela Pauselli
WWW
2009
ACM
14 years 8 months ago
Web service derivatives
Web service development and usage has shifted from simple information processing services to high-value business services that are crucial to productivity and success. In order to...
Thomas Meinl, Benjamin Blau
SIGMETRICS
2012
ACM
248views Hardware» more  SIGMETRICS 2012»
11 years 10 months ago
Pricing cloud bandwidth reservations under demand uncertainty
In a public cloud, bandwidth is traditionally priced in a pay-asyou-go model. Reflecting the recent trend of augmenting cloud computing with bandwidth guarantees, we consider a n...
Di Niu, Chen Feng, Baochun Li
STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 10 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
SIGECOM
2011
ACM
320views ECommerce» more  SIGECOM 2011»
12 years 10 months ago
Market making and mean reversion
Market making refers broadly to trading strategies that seek to profit by providing liquidity to other traders, while avoiding accumulating a large net position in a stock. In th...
Tanmoy Chakraborty, Michael Kearns