19 search results - page 3 / 4 » Pricing Options in Jump-Diffusion Models: An Extrapolation A... |
WSC
2008
13 years 7 months ago
2008
In this paper, we consider equity-linked life insurance contracts that give their holder the possibility to surrender their policy before maturity. Such contracts can be valued us...
HICSS
2007
IEEE
13 years 12 months ago
2007
IEEE
Abstract— The electricity price duration curve (EPDC) represents the probability distribution function of the electricity price considered as a random variable. The price uncerta...
WSC
2004
13 years 6 months ago
2004
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
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...
COR
2007
13 years 5 months ago
2007
We studied a supplier selection problem, where a buyer, while facing random demand, is to decide ordering quantities from a set of suppliers with different yields and prices.We pr...