The FTC's Anticompetitive Pricing Case Against Intel

pricing unemployment insurance : the case of iran

employees always concern about losing their job , or in other word , losing their income resources. for this purpose, every government requires strong system for covering these concerns. the unemployment insurance (ui) program’s can be used for achieving this goal. in this thesis, we price ui based on the insurance history of employee and the duration of being unemployed. we use the weibull dis...

Asian Option Pricing on Intel® MIC Architecture

In this paper, we discuss the problem of pricing one exotic option, the strong path dependent Asian option using the Black–Scholes model and compare how the pricing algorithm can be implemented on Intel® Many Integrated Core or MIC Architecture and achieve impressive performance gains. We can demonstrate that a 2-year contract with 252 times steps and 1,000,000 samples can be priced in approxim...

Optimization of Binomial Option Pricing on Intel MIC Heterogeneous System

In these years, computerization has been more and more important in the financial area. The computational intensity and realtime constraints of those financial models require high-throughput parallel architectures. In this paper, optimization of widely-used binomial option pricing model has been implemented on the worlds largest supercomputer, Tianhe-2. In our work, we employ several optimizing...

Are Exclusive Contracts Anticompetitive?

While antitrust law is often hostile to exclusive contracts that say ”you agree not to purchase this product from anyone besides me”, economic theory so far has provided only partial support for such a hostility.1 This paper shows that this hostility can be justified under more general circumstances than has been established so far in the literature: a firm may introduce exclusivity clauses in ...

Is Vertical Integration Anticompetitive?