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Computational complexity and information asymmetry in financial products

著者: Sanjeev Arora, Boaz Barak, Markus Brunnermeier, Rong Ge - Communications of the ACM, CACM 2011 被引用: 126

A financial derivative is a contract entered between two parties, in which they agree to exchange payments based on events or on the performance of one or more underlying assets—independently of whether they own or control the

The Probabilistic MethodThe Probabilistic MethodBounded Rationality andOrganizational LearningBounded Rationality and Organizational LearningA Liquidity-based Modelof Security DesignA Liquidity-based Model of Security DesignThe Dense k-SubgraphProblemThe Dense k-Subgraph ProblemMaps of BoundedRationality: Psychology…Maps of Bounded Rationality: Psychology for Behavioral EconomicsRuling Out PTAS forGraph Min-Bisection…Ruling Out PTAS for Graph Min-Bisection, Densest Subgraph and Bipartite CliqueDeciphering theLiquidity and Credit…Deciphering the Liquidity and Credit Crunch 2007-08Deciphering theLiquidity and Credit…Deciphering the Liquidity and Credit Crunch 2007–2008Computational Complexity- A Modern ApproachComputational Complexity - A Modern ApproachThe Economics ofStructured FinanceThe Economics of Structured FinanceDetecting highlog-densities: an…Detecting high log-densities: an O(n1/4) approximation for densest k-subgraphPublic-key cryptographyfrom different…Public-key cryptography from different assumptionsDetecting highlog-densities: an…Detecting high log-densities: an O(n1/4) approximation for densest k-subgraphPublic-key cryptographyfrom different…Public-key cryptography from different assumptionsPolynomial integralitygaps for strong SDP…Polynomial integrality gaps for strong SDP relaxations of Densest k-subgraphThe computationalhardness of pricing…The computational hardness of pricing compound optionsSum-of-squares LowerBounds for Planted…Sum-of-squares Lower Bounds for Planted CliqueLabel optimal regretbounds for online local…Label optimal regret bounds for online local learningBig Data in Accounting:An OverviewBig Data in Accounting: An OverviewUsing Gaussian BosonSampling to Find Dense…Using Gaussian Boson Sampling to Find Dense SubgraphsQuantum approximateoptimization with…Quantum approximate optimization with Gaussian boson samplingComputationallyVolume-Hiding Structure…Computationally Volume-Hiding Structured EncryptionApplications ofnear-term photonic…Applications of near-term photonic quantum computers: software and algorithmsSolving Graph ProblemsUsing Gaussian Boson…Solving Graph Problems Using Gaussian Boson SamplingComputational complexityand information…Computational complexity and information asymmetry in financial products過去の参考文献中心の論文この論文を引用する論文古い新しい

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