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» A dynamical model of a GRID market
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HPCS
2005
IEEE
15 years 3 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
INFSOF
2006
129views more  INFSOF 2006»
14 years 9 months ago
An interactive service customization model
: Mass customization has become one of the key strategies for a service provider to differentiate itself from its competitors in a highly segmented global service market. This pape...
Jian Cao, Jie Wang, Kincho H. Law, Shen-sheng Zhan...
HICSS
2002
IEEE
119views Biometrics» more  HICSS 2002»
15 years 2 months ago
An Inverse-Quantile Function Approach for Modeling Electricity Price
We propose a class of alternative stochastic volatility models for electricity prices using the quantile function modeling approach. Specifically, we fit marginal distributions ...
Shi-Jie Deng, Wenjiang Jiang
EUC
2005
Springer
15 years 3 months ago
A Multi-dimensional Model for Task Representation and Allocation in Intelligent Environments
Abstract. In the future, homes will have numerous intelligent communicating devices, and the user would like to configure and coordinate their actions. Appliances and people in in...
Victor Zamudio, Victor Callaghan, Jeannette Shiaw-...
IEEECIT
2007
IEEE
15 years 4 months ago
The Value Gap Model: Value-Based Requirements Elicitation
The User requirements of many web-based services are dynamically and continuously changing even during the service time itself. For that reason, web service companies always keep ...
Sang Won Lim, Taek Lee, Sangsoo Kim, Hoh Peter In