— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
: 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...
We propose a class of alternative stochastic volatility models for electricity prices using the quantile function modeling approach. Specifically, we fit marginal distributions ...
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-...
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 ...