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» Stochastic models for risk estimation in volatile markets: a...
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HPDC
2007
IEEE
13 years 11 months ago
A statistical approach to risk mitigation in computational markets
We study stochastic models to mitigate the risk of poor Quality-of-Service (QoS) in computational markets. Consumers who purchase services expect both price and performance guaran...
Thomas Sandholm, Kevin Lai
STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 7 months ago
Minimax option pricing meets black-scholes in the limit
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...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...