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99views more  EOR 2010»
10 years 5 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
10 years 8 months ago
Automated Product Pricing Using Argumentation
This paper describes an argumentation-based approach for automating the decision making process of an autonomous agent for pricing products. Product pricing usually involves differ...
Nikolaos I. Spanoudakis, Pavlos Moraitis
10 years 9 months ago
Pricing under Constraints in Access Networks: Revenue Maximization and Congestion Management
Abstract—This paper investigates pricing of Internet connectivity services in the context of a monopoly ISP selling broadband access to consumers. We first study the optimal com...
Prashanth Hande, Mung Chiang, A. Robert Calderbank...
88views more  ECR 2002»
10 years 10 months ago
Web Based Capacity Allocation Strategies for Customers with Heterogeneous Preferences
We study different mechanisms for the pricing and allocation of capacity to customers with heterogeneous and unknown preferences. The mechanisms we study include posting of prices...
Vipul Agrawal, Giuseppe Lopomo, Sridhar Seshadri
118views more  COMCOM 2004»
10 years 10 months ago
SLA-based QoS pricing in DiffServ networks
The availability of high-speed transmission media and networking equipment in contemporary networks, as well as the evolution of quality-demanding applications has focused researc...
Christos Bouras, Afrodite Sevasti
85views more  CN 2004»
10 years 10 months ago
Pricing and admission control for QoS-enabled Internet
Over the past ten years, many pricing schemes have been proposed for a QoS-enabled network. Most of the proposed QoS-pricing schemes focus on congestion-sensitive pricing and opti...
Tianshu Li, Youssef Iraqi, Raouf Boutaba
86views more  JCM 2006»
10 years 10 months ago
Dynamic Price Discovering Models for Differentiated Wireless Services
Heterogeneous subscriber base with wide range of wireless services makes the wireless service market more challenging for a service provider (SP). This challenge is related to the ...
Swarup Mandal, Debashis Saha, Mainak Chatterjee
84views more  JSAC 2008»
10 years 10 months ago
The Price of Simplicity
We study revenue-maximizing pricing by a service provider in a communication network and compare revenues from simple pricing rules to the maximum revenues that are feasible. In pa...
Srinivas Shakkottai, R. Srikant, Asuman E. Ozdagla...
200views more  FS 2006»
10 years 10 months ago
A counter-example to an option pricing formula under transaction costs
In the paper by Melnikov and Petrachenko `On option pricing in binomial market with transaction costs,' Finance Stoch. 9 (2005), 141
Alet Roux, Tomasz Zastawniak
79views more  ANOR 2006»
10 years 10 months ago
Top percentile network pricing and the economics of multi-homing
Under multi-homing an Internet Service Provider (ISP) connects to the Internet via multiplicity of network providers. This allows the provider to receive proper quality of service...
Joseph Levy, Hanoch Levy, Yaron Kahana