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» Pricing strategies for spectrum lease in secondary markets
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DA
2010
141views more  DA 2010»
13 years 4 months ago
Optimal Static Hedging of Volumetric Risk in a Competitive Wholesale Electricity Market
In competitive wholesale electricity markets, regulated load serving entities (LSEs) and marketers with default service contracts have obligations to serve fluctuating load at pre...
Yumi Oum, Shmuel S. Oren
MOBIHOC
2004
ACM
13 years 10 months ago
Market sharing games applied to content distribution in ad-hoc networks
In third generation (3G) wireless data networks, repeated requests for popular data items can exacerbate the already scarce wireless spectrum. In this paper we propose an architec...
Michel X. Goemans, Erran L. Li, Vahab S. Mirrokni,...
SIAMCO
2011
12 years 11 months ago
Admissible Strategies in Semimartingale Portfolio Selection
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
Sara Biagini, Ales Cerný
AMC
2005
143views more  AMC 2005»
13 years 4 months ago
Investment with restricted stock and the value of information
In most public companies in China, there are two thirds of shares that cannot be traded freely in the secondary market. These illiquid shares, however, may be allowed to circulate...
Weixing Wu, Yongxiang Wang
CCE
2004
13 years 4 months ago
Pharmaceutical supply chains: key issues and strategies for optimisation
Supply chain optimisation is now a major research theme in process operations and management. A great deal of research has been undertaken on facility location and design, invento...
Nilay Shah