Tradable credits system bi-level programming model based on marginal cost pricing
Abstract
References
Index Terms
- Tradable credits system bi-level programming model based on marginal cost pricing
Recommendations
Models and a relaxation algorithm for continuous network design problem with a tradable credit scheme and equity constraints
The sustainable problems of transportation have become noticeable in the majority of cities worldwide. Many researchers are devoted themselves into traffic congestion. Generally, traffic congestion could be alleviated via increasing road capacity (...
Dynamic programming based optimal trading strategy model of volatile assets
ICBDC '23: Proceedings of the 2023 8th International Conference on Big Data and ComputingMarket traders frequently buy and sell volatile assets with the goal of maximizing their total returns, two typical such assets are gold and bitcoin. There are many factors that may affect the transaction process and the final return, such as commission, ...
An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs
We study the problem of computing the lower hedging price of an American contingent claim in a finite-state discrete-time market setting under proportional transaction costs. We derive a new mixed-integer linear programming formulation for calculating ...
Comments
Information & Contributors
Information
Published In
Publisher
Association for Computing Machinery
New York, NY, United States
Publication History
Check for updates
Author Tags
Qualifiers
- Research-article
- Research
- Refereed limited
Conference
Contributors
Other Metrics
Bibliometrics & Citations
Bibliometrics
Article Metrics
- 0Total Citations
- 19Total Downloads
- Downloads (Last 12 months)16
- Downloads (Last 6 weeks)0
Other Metrics
Citations
View Options
Login options
Check if you have access through your login credentials or your institution to get full access on this article.
Sign inFull Access
View options
View or Download as a PDF file.
PDFeReader
View online with eReader.
eReaderHTML Format
View this article in HTML Format.
HTML Format