Search Results - person:"Motwani, Rajeev"

A Simple Approach for Pricing Equity Options With Markov Switching State Variables

Aingworth, Donald D. - 2011

We provide a polynomial time lattice algorithm for pricing options with Markov-switching volatility. This parsimonious model bridges the computational gap between constant volatility models of Cox et al. (1979), which are easy to compute, and fully stochastic volatility models (e.g. Heston...

Persistent link: https://www.econbiz.de/10013128742

Pricing strategies for viral marketing on social networks

Arthur, David; Motwani, Rajeev; Sharma, Aneesh; Xu, Ying - In: Internet and network economics : 5th international …, (pp. 101-112). 2009

Persistent link: https://www.econbiz.de/10003928115

A simple approach for pricing equity options with Markov switching state variables

Aingworth, Donald; Das, Sanjiv; Motwani, Rajeev - In: Quantitative Finance 6 (2006) 2, pp. 95-105

Persistent link: https://www.econbiz.de/10005462648

Contributed Research Articles - Online Scheduling with Lookahead: Multipass Assembly Lines

Motwani, Rajeev; Saraswat, Vijay; Torng, Eric - In: INFORMS journal on computing : JOC 10 (1998) 3, pp. 331-340

Persistent link: https://www.econbiz.de/10007125441

Probabilistic Analysis oi Network Flow Algorithms

Karp, Richard M.; Motwani, Rajeev; Nisan, Noam - In: Mathematics of operations research 18 (1993) 1, pp. 71-97

Persistent link: https://www.econbiz.de/10006421347