28 search results - page 4 / 6 » Duality in option pricing based on prices of other derivativ... |
ICDCS
2005
IEEE
15 years 3 months ago
2005
IEEE
We study how a server may disseminate a large volume of data to a set of clients in the shortest possible time. We first consider a cooperative scenario where clients are willing...
TON
2010
14 years 8 months ago
2010
—We develop analytical models to characterize pricing of spectrum rights in cellular CDMA networks. Specifically, we consider a primary license holder that aims to lease its spe...
WSC
2007
14 years 12 months ago
2007
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...
ATAL
2006
Springer
15 years 1 months ago
2006
Springer
This paper proposes an efficient agent for competing in Cliff Edge (CE) environments, such as sealed-bid auctions, dynamic pricing and the ultimatum game. The agent competes in on...
WSC
2007
14 years 12 months ago
2007
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...