2986 search results - page 1 / 598 » Generic market models |
FS
2006
13 years 4 months ago
2006
Abstract. Currently, there are two market models for valuation and risk management of interest rate derivatives, the LIBOR and swap market models. We introduce arbitrage-free const...
GIS
2002
ACM
13 years 4 months ago
2002
ACM
Geographical information systems are more and more based on a DBMS with spatial extensions, which is also the case for the system described in this paper. The design and implementa...
SIGECOM
2008
ACM
13 years 4 months ago
2008
ACM
One attractive feature of market scoring rules [Hanson '03] is that they are myopically strategyproof: It is optimal for a trader to report her true belief about the likeliho...
FORTE
2004
13 years 6 months ago
2004
Abstract Peer-to-peer markets going mobile spur spontaneity in trading considerably. Spontaneity, however, imposes severe informational requirements on the market participants. Inf...
JITECH
2008
13 years 4 months ago
2008
In recent years, enterprise system (ES) software markets have been very dynamic. While contemporary customers are increasingly seeking ES solutions that require less and less cust...