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WECWIS
2006
IEEE
141views ECommerce» more  WECWIS 2006»
13 years 10 months ago
Iterative Combinatorial Auctions with Linear Prices: Results of Numerical Experiments
Iterative Combinatorial Auctions (ICA) have been getting increasing attention in computer science and economics, as they provide an efficient solution to resource allocation prob...
Alexander Pikovsky, Pasha Shabalin, Martin Bichler
SIAMSC
2008
143views more  SIAMSC 2008»
13 years 4 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen