28 search results - page 2 / 6 » Developing Efficient Option Pricing Algorithms by Combinator... |
WINE
2005
Springer
13 years 11 months ago
2005
Springer
Abstract. We provide the first strongly polynomial time exact combinatorial algorithm to compute Fisher equilibrium for the case when utility functions do not satisfy the Gross su...
ATAL
2010
Springer
13 years 6 months ago
2010
Springer
In the course allocation problem, a university administrator seeks to efficiently and fairly allocate schedules of over-demanded courses to students with heterogeneous preferences...
WWW
2008
ACM
14 years 6 months ago
2008
ACM
Most current banner advertising is sold through negotiation thereby incurring large transaction costs and possibly suboptimal allocations. We propose a new automated system for se...
ICAI
2004
13 years 6 months ago
2004
In the age of electronic commerce, with low-cost information access, it has been recognized that a bundle search in a combinatorial trade is very valuable for buyers. Optimal trav...
CORR
2010
Springer
13 years 5 months ago
2010
Springer
We investigate the extent to which price updates can increase the revenue of a seller with little prior information on demand. We study prior-free revenue maximization for a selle...