40 search results - page 7 / 8 » Option Pricing for Weighted Average of Asset Prices |
SIGECOM
2004
ACM
13 years 11 months ago
2004
ACM
We introduce new online models for two important aspects of modern financial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study o...
ATAL
2006
Springer
13 years 9 months ago
2006
Springer
This paper proposes an efficient agent for competing in Cliff Edge (CE) environments, such as sealed-bid auctions, dynamic pricing and the ultimatum game. The agent competes in on...
ELPUB
2008
ACM
13 years 7 months ago
2008
ACM
A key parameter in any discussions about the academic peer reviewed journal system is the number of articles annually published. Several diverging estimates of this parameter have...
CISS
2008
IEEE
13 years 7 months ago
2008
IEEE
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
ASAP
2007
IEEE
13 years 9 months ago
2007
IEEE
Monte-Carlo simulations are used in many applications, such as option pricing and portfolio evaluation. Due to their high computational load and intrinsic parallelism, they are id...