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CORR
2002
Springer
98views Education» more  CORR 2002»
14 years 9 months ago
An Empirical Model for Volatility of Returns and Option Pricing
In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
Joseph L. McCauley, Gemunu H. Gunaratne
WECWIS
1999
IEEE
164views ECommerce» more  WECWIS 1999»
15 years 1 months ago
Effect of Bargaining in Electronic Commerce
Internet business has grown at an unprecedented rate in the past several years. Recent research has found that the functions provided by a store have a significant impact on custo...
Ting-Peng Liang, Her-Sen Doong
SIAMCO
2011
14 years 4 months ago
Admissible Strategies in Semimartingale Portfolio Selection
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
Sara Biagini, Ales Cerný
ACMICEC
2007
ACM
145views ECommerce» more  ACMICEC 2007»
15 years 1 months ago
Advance selling and internet intermediary: travel distribution strategies in the e-commerce age
We investigate two challenges advance of e-commerce creates for traditional practice of travel distribution. First, we explore whether travel providers benefit from strategically ...
Zhe Qu
DCOSS
2011
Springer
13 years 9 months ago
A distributed information fusion method for localization based on Pareto optimization
—To overcome the limitations of specific positioning techniques for mobile wireless nodes and achieve a high accuracy, the fusion of heterogeneous sensor information is an appea...
Alessio De Angelis, Carlo Fischione