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Tag pricing [132 articles]

Recent papers classified by the tag pricing.
  • Dynamic Pricing for Network Service: Equilibrium and Stability
    Management Science, Vol. 45, No. 6. (1999), pp. 857-869.
    by Yasushi Masuda, Seungjin Whang
    posted to equilibrium externality network pricing queue stability by zyzzyx on 2008-05-31 12:29:56 as read
  • Capacity Management in Decentralized Networks
    Management Science, Vol. 48, No. 12. (2002), pp. 1628-1634.
    by Yasushi Masuda, Seungjin Whang
    posted to bottleneck braesss equilibrium externality network paradox pricing queueing by zyzzyx on 2008-05-31 12:33:23 as read
  • On the Optimality of Fixed-up-to Tariff for Telecommunications Service
    Info. Sys. Research, Vol. 17, No. 3. (September 2006), pp. 247-253.
    by Yasushi Masuda, Seungjin Whang
    posted to design market nonlinear pricing queueing segmentation tariff by zyzzyx on 2008-05-31 12:39:00 as read
  • Marketplace Organization and Marketability: NASDAQ, the Stock Exchange, and the National Market System
    The Journal of Finance, Vol. 33, No. 2. (1978), pp. 487-503.
    by James L Hamilton
    posted to trading the stock spread securities quotations pricing prices price over nasdaq markets market exchanges dealers counter competition common bid automated asked by yanshanxiao on 2008-09-23 11:05:48 as **
  • Interfirm Tender Offers and the Market for Corporate Control
    The Journal of Business, Vol. 53, No. 4. (1980), pp. 345-376.
    by Michael Bradley
    posted to tender studies stock pricing prices offers gains capital by yanshanxiao on 2008-09-24 00:01:44 as **
  • An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks
    The Journal of Finance, Vol. 47, No. 2. (1992), pp. 753-764.
    by Thomas H Mcinish, Robert A Wood
    posted to time studies spread securities pricing price of markets day bid by yanshanxiao on 2008-09-23 11:00:06 as ** along with 1 person ltzehua
  • LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION
    Mathematical Finance, Vol. 15, No. 4. (October 2005), pp. 635-647.
    by Vladislav Kargin
    posted to option pricing by syoyo on 2006-03-28 10:05:30 as ** along with 1 person Kazuki
  • Preposterior analysis for option pricing
    Quantitative Finance, Vol. 4, No. 4. (August 2004), pp. 465-477.
    by Dorje C Brody, Ian RC Buckley, Bernhard K Meister
    posted to option pricing by syoyo on 2006-03-28 10:05:03 as ** along with 1 person Kazuki
  • Option pricing with Weyl-Titchmarsh theory
    Quantitative Finance, Vol. 4, No. 4. (August 2004), pp. 457-464.
    by Yishen Li, Jin E Zhang
    posted to option pricing by syoyo on 2006-03-28 10:05:16 as ** along with 1 person Kazuki
  • Option pricing with discrete rebalancing
    Journal of Empirical Finance, Vol. 11, No. 1. (January 2004), pp. 133-161.
    by J-L Prigent, O Renault, O Scaillet
    posted to option pricing by syoyo on 2006-03-28 10:04:48 as ** along with 1 person Kazuki
  • A charging model for sessions on the Internet
    Computers and Communications, 1999. Proceedings. IEEE International Symposium on (1999), pp. 32-38.
    by N Kauser, B Briscoe, J Crowcroft
    posted to isp pricing by slashdot on 2006-03-22 05:24:34 as **
  • Pricing differentiated Internet services
    INFOCOM 2005. 24th Annual Joint Conference of the IEEE Computer and Communications Societies. Proceedings IEEE, Vol. 1 (2005), pp. 195-204 vol. 1.
    by Linhai He, J Walrand
    posted to diff-serv isp pricing by slashdot on 2006-03-21 03:53:57 as *****
  • notes Pricing and revenue sharing strategies for Internet service providers
    INFOCOM 2005. 24th Annual Joint Conference of the IEEE Computer and Communications Societies. Proceedings IEEE, Vol. 1 (2005), pp. 205-216 vol. 1.
    by Linhai He, J Walrand
    posted to isp pricing revenue by slashdot on 2006-03-21 15:37:57 as *****
  • Nodal pricing for distribution networks: efficient pricing for efficiency enhancing DG
    Power Systems, IEEE Transactions on, Vol. 21, No. 2. (2006), pp. 1013-1014.
    by PM Sotkiewicz, JM Vignolo
    posted to distributed generation market power pricing by skennedy on 2008-02-06 13:39:03 as read
  • Decomposition model and interior point methods for optimal spot pricing of electricity in deregulation environments
    Power Systems, IEEE Transactions on, Vol. 15, No. 1. (2000), pp. 39-50.
    by K Xie, YH Song, J Stonham, Erkeng Yu, Guangyi Liu
    posted to electricity market optimization pricing spot by skennedy on 2008-03-10 17:26:53 as **
  • Modelling Derivatives Pricing Mechanisms with Their Generating Functions
    (23 May 2006)
    by Shige Peng
    posted to derivatives finance math pricing probability by sirvio on 2006-05-27 00:32:08 as ***
  • Statistical properties of stock order books: empirical results and models
    ArXiv Condensed Matter e-prints (March 2002)
    by Bouchaud, M Mezard, M Potters
    posted to order-books pricing by Scis0000002 on 2008-01-08 13:43:27 as **
  • Pricing network edges for heterogeneous selfish users
    (2003)
    by R Cole, Y Dodis, T Roughgarden
    posted to pricing selfishness by Scis0000002 on 2007-11-04 02:00:04 as **
  • Comparing Asset Pricing Models: An Investment Perspective
    by Lubos Pástor, Robert F Stambaugh
    posted to pricing by Scis0000002 on 2007-12-18 14:08:32 as **
  • A Pricing and Hedging Comparison of Parametric and Nonparametric Approaches for American Index Options
    JOURNAL OF FINANCIAL ECONOMETRICS, Vol. 1, No. 3. (1 September 2003), pp. 327-364.
    by Toby Daglish
    posted to nonparametric options parametric pricing by Scis0000002 on 2007-12-13 14:36:44 as **
  • Option Coskewness and Capital Asset Pricing
    Review of Financial Studies, Vol. 19, No. 4. (2006), pp. 1279-1320.
    by Vanden, M Joel
    posted to coskewness options pricing by Scis0000002 on 2007-12-31 00:47:26 as **
  • A general methodology to price and hedge derivatives in incomplete markets
    ArXiv Condensed Matter e-prints (October 1998)
    by E Aurell, R Baviera, O Hammarlid, M Serva, A Vulpiani
    posted to derivatives hedging incomplete-markets pricing by Scis0000002 on 2007-12-28 19:41:26 as **
  • Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
    (05 August 2005)
    by Svetlozar T Rachev, Frank J Fabozzi, Christian Menn
    posted to asymmetry derivatives distributions nongaussianity portfolio-selection power-laws pricing returns risks by Scis0000002 on 2007-12-31 14:21:34 as ** along with 1 person joeionnojitsu
  • A Theory of Non\_Gaussian Option Pricing
    ArXiv Condensed Matter e-prints (May 2002)
    by L Borland
    posted to nongaussianity options pricing by Scis0000002 on 2007-12-31 00:28:37 as **
  • Adaptive genetic programming for option pricing
    (2007), pp. 2588-2594.
    by Zheng Yin, Anthony Brabazon, Conall O'Sullivan
    posted to derivatives genetic-programming options pricing by Scis0000002 on 2007-12-13 23:18:51 as **
  • Assessing Asset Pricing Anomalies
    by Michael J Brennan, Yihong Xia
    posted to anomalies pricing by Scis0000002 on 2007-11-26 23:48:42 as **
  • Stock Price Jumps and their Impact on Option Valuation
    (1995)
    by S Trautmann, M Beinert
    posted to discontinuity options pricing by Scis0000002 on 2007-12-14 02:32:40 as **
  • Non-equilibrium price theories
    Physica A Statistical Mechanics and its Applications, Vol. 287 (November 2000), pp. 259-268.
    by D Helbing, D Kern
    posted to formation non-equilibrium pricing by Scis0000002 on 2007-07-04 11:55:28 as **
  • Information and option pricing
    (2001)
    by X Guo
    posted to options pricing by Scis0000002 on 2007-12-14 14:09:29 as **
  • Martingale pricing measures in incomplete markets via stochastic programming duality in the dual of L
    (2002)
    by A King, L Korf
    posted to incomplete markets martingales pricing by Scis0000002 on 2007-12-15 21:23:10 as ** along with 1 person scis0000001
  • A Non-Gaussian Option Pricing Model with Skew
    (26 Mar 2004)
    by L Borland, JP Bouchaud
    posted to nongaussian options pricing skewness by Scis0000002 on 2007-12-16 15:34:08 as **
  • Price Dynamics in Limit Order Markets
    The Review of Financial Studies, Vol. 11, No. 4. (1998), pp. 789-816.
    by Christine A Parlour
    posted to order-book order-books pricing by Scis0000002 on 2008-01-08 13:22:38 as ** along with 2 people and 1 group lehalle gillesdaniel EntrepreneurialRisks
  • Information and option pricing
    (2001)
    by X Guo
    posted to boundedness cognitive-hierarchies knowledge-hierarchies options pricing by Scis0000002 on 2007-12-14 01:31:17 as **
  • A theory for Fluctuations in Stock Prices and Valuation of their Options
    ArXiv Condensed Matter e-prints (September 2002)
    by GH Gunaratne, JL Mccauley
    posted to nonequilibrity pricing by Scis0000002 on 2008-03-24 15:51:20 as **
  • Risk-neutral density extraction from option prices: improved pricing with mixture density networks
    IEEE-NN, Vol. 12 (July 2001), pp. 716-725.
    by C Schittenkopf, G Dorffner
    posted to options pricing risk-neutral by Scis0000002 on 2007-12-14 01:20:02 as **
  • Option Prices with Uncertain Fundamentals
    by Theory, Evidence
    posted to pricing by Scis0000002 on 2007-12-20 00:42:19 as **
  • Price Discovery across Multiple Spot and Futures Markets
    by Susan Thomas, Kiran Karande
    posted to futures markets pricing by Scis0000002 on 2007-12-15 21:27:48 as **
  • Option Prices as Predictors of Equilibrium Stock Prices
    The Journal of Finance, Vol. 37, No. 4. (1982), pp. 1043-1057.
    by Steven Manaster, Richard J Rendleman
    posted to markets options order-books price-discovery pricing by Scis0000002 on 2008-01-13 13:28:44 as ** along with 1 person yanshanxiao
  • Universal price impact functions of individual trades in an order-driven market
    ArXiv e-prints, Vol. 708 (August 2007)
    by WX Zhou
    posted to markets price-impact-functions pricing by Scis0000002 on 2007-11-28 00:06:00 as **
  • Option pricing in a world with arbitrage
    (2000)
    by X Guo, L Shepp
    posted to arbitrage options pricing by Scis0000002 on 2007-12-14 01:23:36 as **
  • On the Explanatory Power of Asset Pricing Models Across and Within Portfolios
    by Raymond Kan
    posted to pricing by Scis0000002 on 2007-12-18 13:53:48 as **
  • Path-Dependent Option Valuation When the Underlying Path Is Discontinuous
    by Chunsheng Zhou
    posted to discontinuity options pricing by Scis0000002 on 2007-12-14 02:41:52 as **
  • Stochastic relaxational dynamics applied to finance: Towards non-equilibrium option pricing theory
    European Physical Journal B, Vol. 14 (2000), pp. 383-394.
    by M Otto
    posted to nonequilibrium option-pricing-theory options pricing by Scis0000002 on 2007-07-04 12:46:24 as **
  • Automating the Analysis of Option Pricing Algorithms
    by Through I Knowledge
    posted to options pricing by Scis0000002 on 2007-12-14 00:58:14 as **
  • Valuing environmental resources: A constructive approach
    Journal of Risk and Uncertainty, Vol. 7, No. 2. (1 October 1993), pp. 177-197.
    by Robin Gregory, Sarah Lichtenstein, Paul Slovic
    posted to constructive-economics pricing resources valuing by Scis0000002 on 2007-11-04 16:59:03 as **
  • A Non-commutative Version of the Fundamental Theorem of Asset Pricing
    ArXiv Quantum Physics e-prints (December 2001)
    by Z Chen
    posted to arbitrage investing-strategies noncommutative noncommutativity pricing quantum-arbitrage quantum-computing quantum-games quantum-gaming quantum-strategies quantum-trading-strategies strategies trading-strategies by Scis0000002 on 2008-01-04 10:40:40 as ** along with 1 person A_Olympia
  • Incomplete Information, Heterogeneity, and Asset Pricing
    Journal of Financial Econometrics, Vol. 4, No. 1. (2006), pp. 136-160.
    by Tony Berrada
    posted to heterogeneity incomplete pricing by Scis0000002 on 2007-12-15 20:51:29 as **
  • Quantum extension of European option pricing based on the Ornstein Uhlenbeck process
    Physica A Statistical Mechanics and its Applications, Vol. 368 (August 2006), pp. 176-182.
    by EW Piotrowski, M Schroeder, A Zambrzycka
    posted to options pricing quantum-games quantum-strategies quantum-trading-strategies by Scis0000002 on 2008-01-04 10:34:31 as **
  • Path integrals in fluctuating markets with a non-Gaussian option pricing model
    Vol. 5848 (May 2005), pp. 66-85.
    by FDR Bonnet, J van der Hoek, A Allison, D Abbott
    edited by D Abbott, JP Bouchaud, X Gabaix, JL Mccauley
    posted to nongaussianity options path-integrals pricing by Scis0000002 on 2007-12-31 00:23:06 as **
  • Fundamental framework for “technical analysis” of market prices
    European Physical Journal B, Vol. 14 (2000), pp. 579-601.
    by JV Andersen, S Gluzman, D Sornette
    posted to time-series-analysis time-series technical-analysis symmetries similarity similarities pricing invariances froude-number flows econophysics dynamics dynamical-similarity dynamic-similarity by Scis0000002 on 2007-11-04 00:41:21 as ** along with 1 person scis0000001
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