25 search results - page 5 / 5 » Financial Stochastics |
CORR
2006
Springer
13 years 4 months ago
2006
Springer
We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of t...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
The purpose of this paper is to model the stochastic behavior of the nodal prices of electricity in deregulated markets in the USA, and in particular, to explain how this behavior...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
CN
2008
13 years 5 months ago
2008
Electrical-to-optical domain conversions and vice versa (denoted by O/E/O conversions) for each hop in optical core transport networks impose considerable capital and financial ov...
TON
2002
13 years 4 months ago
2002
The existing telecommunications infrastructure in most of the world is adequate to deliver voice and text applications, but demand for broadband services such as streaming video an...