Sciweavers

144 search results - page 3 / 29
» Transaction Costs and Market Efficiency
Sort
View
CN
2010
94views more  CN 2010»
14 years 11 months ago
A market-based approach to managing the risk of peer-to-peer transactions
Ptrim is a purely decentralised application for performing peer-to-peer transactions. Instead of relying on a typical trust/reputation management approach, Ptrim allows its users t...
Stephanos Androutsellis-Theotokis, Diomidis Spinel...
MA
1997
Springer
149views Communications» more  MA 1997»
15 years 3 months ago
Java-Based Mobile Agents - How to Migrate, Persist, and Interact on Electronic Service Markets
This paper presents a mobile agent approach that aims at satisfying the following requirements of open Internet-based electronic service markets: the mobile agent system should be...
Boris Liberman, Frank Griffel, Michael Merz, Winfr...
SIAMCO
2002
87views more  SIAMCO 2002»
14 years 11 months ago
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
We consider a market model with one riskfree and one risky asset, in which the dynamics of the risky asset is governed by a geometric Brownian motion. In this market we consider a...
Bernt Oksendal, Agnès Sulem
CI
2007
130views more  CI 2007»
14 years 11 months ago
Price Dynamics, Informational Efficiency, and Wealth Distribution in Continuous Double-Auction Markets
This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
Javier Gil-Bazo, David Moreno, Mikel Tapia
ICDE
1997
IEEE
136views Database» more  ICDE 1997»
16 years 1 months ago
Delegation: Efficiently Rewriting History
Transaction delegation, as introduced in ACTA, allows a transaction to transfer responsibility for the operations that it has performed on an object to another transaction. Delega...
Cris Pedregal Martin, Krithi Ramamritham