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2,178
Optimizing proportionally fair prices
- INRIA RR
, 2001
"... Abstract We demonstrate the non-uniqueness of Proportional Fairness prices, and show that themodel of [1] falls into the category of models that can be generalized to allow optimization of the link prices, with a view towards profit maximization. However, though thisframework, we also show that the ..."
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Cited by 4 (2 self)
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Abstract We demonstrate the non-uniqueness of Proportional Fairness prices, and show that themodel of [1] falls into the category of models that can be generalized to allow optimization of the link prices, with a view towards profit maximization. However, though thisframework, we also show
Fair pricing of weather derivatives
, 2004
"... This paper proposes a consistent approach to the pricing of weather derivatives. Since weather derivatives are traded in an incomplete market setting, standard hedging based pricing methods cannot be applied. The growth optimal portfolio, which is interpreted as a world stock index, is used as a be ..."
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Cited by 2 (1 self)
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benchmark or numeraire such that all benchmarked derivative price processes are martingales. No measure transformation is needed for the proposed fair pricing. For weather derivative payoffs that are independent of the value of the growth optimal portfolio, it is shown that the classical actuarial pricing
2011, Fair pricing
- Journal of the European Economic Association
"... The views expressed herein are those of the authors and do not necessarily reflect the views of the National ..."
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Cited by 20 (0 self)
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The views expressed herein are those of the authors and do not necessarily reflect the views of the National
Optimistic Fair Priced Oblivious Transfer
"... Abstract. Priced oblivious transfer (POT) is a two-party protocol be-tween a vendor and a buyer in which the buyer purchases digital goods without the vendor learning what is bought. Although privacy properties are guaranteed, current schemes do not offer fair exchange. A malicious vendor can, e.g., ..."
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Abstract. Priced oblivious transfer (POT) is a two-party protocol be-tween a vendor and a buyer in which the buyer purchases digital goods without the vendor learning what is bought. Although privacy properties are guaranteed, current schemes do not offer fair exchange. A malicious vendor can, e
Investment Model Uncertainty and Fair Pricing
, 2008
"... Modern investment theory takes it for granted that a Security Market Line (SML) is as certain as its "corresponding " Capital Market Line. (CML). It can be easily demonstrated that this is not the case. Knightian non-probabilistic, information gap uncertainty exists in the security markets ..."
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particular mean security return corresponds with a limited Knightian uncertainty range of betas, although it does correspond with only one market portfolio risk volatility. This implies also that a security risk premium is uncertain and that a Knightian uncertainty range of SMLs and of fair pricing exists
On fair pricing of emission-related derivatives
, 2007
"... The climate rescue is on the top of the agendas today. To protect the environment, emission trading schemes are considered as one of the most promising tools. In a system of such type, a central author-ity allocates credits among emission sources and sets a penalty which must be paid per unit of pol ..."
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of pollutant which is not covered by credits at the end the period. This regulatory framework introduces a market for emission allowances and creates need for risk management by appro-priate emission-related financial contracts. In this work, we address logical principles underlying the fair valuation
The Myth of Fair Prices: A Graphical Analysis
"... Abstract: The issues of fair trade and in particular fair price policies, have been neglected in most international trade courses. The authors show how the latter can be explained to undergraduate students applying the simple graphical methods normally used in general equilibrium trade theory. They ..."
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Abstract: The issues of fair trade and in particular fair price policies, have been neglected in most international trade courses. The authors show how the latter can be explained to undergraduate students applying the simple graphical methods normally used in general equilibrium trade theory
Effective Fair Pricing of International Mutual Funds
, 2005
"... We propose a new methodology to provide fair prices of international mutual funds by adjusting prices at the individual securities level using a comprehensive information set. Stepwise regressions are used to endogenously determine the stock-specific optimal set of instruments in estimating the fair ..."
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Cited by 2 (0 self)
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We propose a new methodology to provide fair prices of international mutual funds by adjusting prices at the individual securities level using a comprehensive information set. Stepwise regressions are used to endogenously determine the stock-specific optimal set of instruments in estimating
Enabling Fair Pricing on HPC Systems with Node Sharing
"... Co-location, where multiple jobs share compute nodes in large-scale HPC systems, has been shown to increase aggre-gate throughput and energy efficiency by 10 to 20%. How-ever, system operators disallow co-location due to fair-pricing concerns, i.e., a pricing mechanism that considers perfor-mance in ..."
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Cited by 1 (1 self)
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Co-location, where multiple jobs share compute nodes in large-scale HPC systems, has been shown to increase aggre-gate throughput and energy efficiency by 10 to 20%. How-ever, system operators disallow co-location due to fair-pricing concerns, i.e., a pricing mechanism that considers perfor
Fair prices, sticky information, and the business cycle *
"... Abstract A fair price model in which firms are hesitant to raise their prices due to concerns about adverse consumer reactions is developed and integrated into the standard New Keynesian framework. In the model, monetary neutrality arise as a combination of a fairness constraint putting a limit on ..."
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Abstract A fair price model in which firms are hesitant to raise their prices due to concerns about adverse consumer reactions is developed and integrated into the standard New Keynesian framework. In the model, monetary neutrality arise as a combination of a fairness constraint putting a limit
Results 1 - 10
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2,178
