81 search results - page 7 / 17 » Pseudorandom Financial Derivatives |
IJAR
2008
14 years 10 months ago
2008
Using Shafer and Vovk's game-theoretic framework for probability, we derive a capital asset pricing model from an efficient market hypothesis, with no assumptions about the b...
AMC
2005
14 years 10 months ago
2005
Financial options whose payoff depends critically on historical prices are called pathdependent options. Their prices are usually harder to calculate than options whose prices do ...
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CTRSA
2010
Springer
15 years 4 months ago
2010
Springer
Abstract. The TLS and SSL protocols are widely used to ensure secure communication over an untrusted network. Therein, a client and server first engage in the so-called handshake ...
IJBC
2006
14 years 10 months ago
2006
In this paper a three-parameter bifurcation analysis of a piecewise-affine map is carried out. Such a map derives from a well-known map which has good features from its circuit im...
STOC
2006
ACM
15 years 10 months ago
2006
ACM
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...