634 search results - page 5 / 127 » Consistent price systems under model uncertainty |
CCE
2008
14 years 9 months ago
2008
The problem of optimal synthesis of an integrated water system is addressed in this work, where water using processes and water treatment operations are combined into a single net...
SIAMSC
2008
14 years 9 months ago
2008
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
90
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HICSS
2007
IEEE
15 years 4 months ago
2007
IEEE
The analysis of externalities in technology-based networks continues to be of significant managerial importance in e-commerce and traditional IS operations. Competitive strategy, ...
112
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RAS
2006
14 years 9 months ago
2006
This paper considers trajectory planning problems for autonomous robots in information gathering tasks. The objective of the planning is to maximize the information gathered withi...
FS
2010
14 years 8 months ago
2010
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...