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» A dynamic programming approach to price installment options
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ANOR
2007
73views more  ANOR 2007»
14 years 9 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
SIGECOM
2009
ACM
110views ECommerce» more  SIGECOM 2009»
15 years 4 months ago
On random sampling auctions for digital goods
In the context of auctions for digital goods, an interesting Random Sampling Optimal Price auction (RSOP) has been proposed by Goldberg, Hartline and Wright; this leads to a truth...
Saeed Alaei, Azarakhsh Malekian, Aravind Srinivasa...
IFIP
2009
Springer
15 years 2 months ago
Supporting Cross-Organizational Process Control
E-contracts express the rights and obligations of parties through a formal, digital representation of the contract provisions. In process intensive relationships, e-contracts conta...
Samuil Angelov, Jochem Vonk, Krishnamurthy Vidyasa...
93
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ATAL
2007
Springer
15 years 3 months ago
On Revenue-Optimal Dynamic Auctions for Bidders with Interdependent Values
In a dynamic market, being able to update one’s value based on information available to other bidders currently in the market can be critical to having profitable transactions. ...
Florin Constantin, David C. Parkes
JCC
2008
105views more  JCC 2008»
14 years 9 months ago
Retrieval of spectral and dynamic properties from two-dimensional infrared pump-probe experiments
Abstract: We have developed a fitting algorithm able to extract spectral and dynamic properties of a three level oscillator from a two-dimensional infrared spectrum (2D-IR) detecte...
Riccardo Chelli, Victor V. Volkov, Roberto Righini