9 search results - page 1 / 2 » Small transaction cost asymptotics and dynamic hedging |
EOR
2008
13 years 4 months ago
2008
FS
2010
13 years 3 months ago
2010
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
WWW
2008
ACM
14 years 5 months ago
2008
ACM
We study the Cost-Per-Action or Cost-Per-Acquisition (CPA) charging scheme in online advertising. In this scheme, instead of paying per click, the advertisers pay only when a user...
STACS
1997
Springer
13 years 9 months ago
1997
Springer
Exotic semirings such as the “(max, +) semiring” (R ∪ {−∞}, max, +), or the “tropical semiring” (N ∪ {+∞}, min, +), have been invented and reinvented many times s...
CPM
2008
Springer
13 years 6 months ago
2008
Springer
Abstract. k-ary trees are a fundamental data structure in many textprocessing algorithms (e.g., text searching). The traditional pointer-based representation of trees is space cons...