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We study an optimal investment problem with multiple entries and forced exits. A closed form solution of the optimisation problem is presented for general underlying diffusion dynamics and a general running payoff function in the case when…

Probability · Mathematics 2016-10-11 Jukka Lempa

We recently presented a methodology for quantitatively reducing the risk and cost of executing electronic transactions in a bursty network environment such as the Internet. In the language of portfolio theory, time to complete a transaction…

chao-dyn · Physics 2007-05-23 Sebastian M. Maurer , Bernardo A. Huberman

We study the problem of scheduling jobs on fault-prone machines communicating via a shared channel, also known as multiple-access channel. We have $n$ arbitrary length jobs to be scheduled on $m$ identical machines, $f$ of which are prone…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-26 Marek Klonowski , Dariusz R. Kowalski , Jarosław Mirek , Prudence W. H. Wong

A temporally abstract action, or an option, is specified by a policy and a termination condition: the policy guides option behavior, and the termination condition roughly determines its length. Generally, learning with longer options (like…

Artificial Intelligence · Computer Science 2017-12-05 Anna Harutyunyan , Peter Vrancx , Pierre-Luc Bacon , Doina Precup , Ann Nowe

Managing unemployment is one of the key issues in social policies. Unemployment insurance schemes are designed to cushion the financial and morale blow of loss of job but also to encourage the unemployed to seek new jobs more pro-actively…

Statistical Finance · Quantitative Finance 2019-09-05 Jason S. Anquandah , Leonid V. Bogachev

In this paper, we study a pricing problem of the multiple reset put option, which allows the holder to reset several times a current strike price to obtain an at-the-money European put option. We formulate the pricing problem as a multiple…

Pricing of Securities · Quantitative Finance 2021-09-21 Nazym Azimbayev , Yerkin Kitapbayev

This article considers the pricing and hedging of a call option when liquidity matters, that is, either for a large nominal or for an illiquid underlying asset. In practice, as opposed to the classical assumptions of a price-taking agent in…

Trading and Market Microstructure · Quantitative Finance 2015-04-06 Olivier Guéant , Jiang Pu

The mathematical runtime analysis of evolutionary algorithms traditionally regards the time an algorithm needs to find a solution of a certain quality when initialized with a random population. In practical applications it may be possible…

Neural and Evolutionary Computing · Computer Science 2025-11-14 Denis Antipov , Maxim Buzdalov , Benjamin Doerr

We study how competitive forces may drive firms to inefficiently acquire startup talent. In our model, two rival firms have the capacity to acquire and integrate a startup operating in an orthogonal market. We show that firms may pursue…

General Economics · Economics 2025-06-12 Jean-Michel Benkert , Igor Letina , Shuo Liu

The mean completion time of a stochastic process may be rendered finite and minimised by a judiciously chosen restart protocol, which may either be stochastic or deterministic. Here we study analytically an arbitrary stochastic search…

Quantitative Methods · Quantitative Biology 2016-09-14 Kabir Husain , Sandeep Krishna

We study a practical optimization problems for venture capital investments and/or Research and Development (R&D) investments. The first problem is that, given the amount of the initial investment and the reward function at the initial…

Optimization and Control · Mathematics 2008-12-02 Erhan Bayraktar , Masahiko Egami

We introduce a novel adversarial model for scheduling with explorable uncertainty. In this model, the processing time of a job can potentially be reduced (by an a priori unknown amount) by testing the job. Testing a job $j$ takes one unit…

Data Structures and Algorithms · Computer Science 2020-05-15 Christoph Dürr , Thomas Erlebach , Nicole Megow , Julie Meißner

We study the impact of competing time delays in coupled stochastic synchronization and coordination problems. We consider two types of delays: transmission delays between interacting elements and processing, cognitive, or execution delays…

Statistical Mechanics · Physics 2011-01-12 D. Hunt , G. Korniss , B. K. Szymanski

Aiming to analyze the impact of environmental transition on the value of assets and on asset stranding, we study optimal stopping and divestment timing decisions for an economic agent whose future revenues depend on the realization of a…

Mathematical Finance · Quantitative Finance 2025-10-27 Andrea Mazzon , Peter Tankov

Motivated by applications where impatience is pervasive and evaluation times are uncertain, we study a selection model where options may expire at an unknown point in time and evaluation times are stochastic. Initially, the decision-maker…

Optimization and Control · Mathematics 2026-02-05 Yihua Xu , Rohan Ghuge , Sebastian Perez-Salazar

Emphasizing the statistics of jumps crossing the strike and local time, we develop a decomposition of equity option risk premiums. Operationalizing this theoretical treatment, we equip the pricing kernel process with unspanned risks, embed…

Mathematical Finance · Quantitative Finance 2023-03-30 Gurdip Bakshi , John Crosby , Xiaohui Gao

It was found in the paper that the time frames of the studied system operation depend on the research objective. In cases when it comes to problems, related to the physical movement of the input and output products, limits of the study are…

Optimization and Control · Mathematics 2015-10-15 Igor Lutsenko

Bender et al. (SPAA 2013) have proposed a theoretical framework for testing in contexts where safety mistakes must be avoided. Testing in such a context is made by machines that need to be often calibrated. Given that calibration costs, it…

Data Structures and Algorithms · Computer Science 2020-02-05 Eric Angel , Evripidis Bampis , Vincent Chau , Vassilis Zissimopoulos

This paper analyzes the problem of starting and stopping a Cox-Ingersoll-Ross (CIR) process with fixed costs. In addition, we also study a related optimal switching problem that involves an infinite sequence of starts and stops. We…

Mathematical Finance · Quantitative Finance 2015-03-31 Tim Leung , Xin Li , Zheng Wang

We study a single-server scheduling problem for the objective of minimizing the expected cumulative holding cost incurred by jobs, where parameters defining stochastic job holding costs are unknown to the scheduler. We consider a general…

Machine Learning · Computer Science 2022-09-22 Dabeen Lee , Milan Vojnovic
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