2 search results - page 1 / 1 » Minimax option pricing meets black-scholes in the limit |
STOC
2012
ACM
11 years 7 months ago
2012
ACM
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...
GCC
2006
Springer
13 years 8 months ago
2006
Springer
In this paper, we propose a new scheduling algorithm with economic theory, called Black Scholes Market (BSM) algorithm for a class of Dynamic Jobs (DJ). BSM is based on the classi...