In a privacy-aware market a producer may satisfy the demand by end customers either by producing itself the items or by placing the items provided by privacy-aware suppliers at a reduced price. Price-aware suppliers provide a noisy information about their level of stock. Through an option contract the producer may protect itself against the risk of buying also the excess items delivered by privacy-aware suppliers. We provide a formula for the option price, which is found to be somewhat larger than the cost of the declared excess items.
Naldi, M., & D'Acquisto, G. (2015). Option pricing in a privacy-aware market. In IEEE Conference on Communications and Network Security (pp.759-760). Institute of Electrical and Electronics Engineers Inc. [10.1109/CNS.2015.7346922].
Autori: | ||
Autori: | Naldi, M; D'Acquisto, G | |
Titolo: | Option pricing in a privacy-aware market | |
Nome del convegno: | 3rd IEEE International Conference on Communications and Network Security, CNS 2015 | |
Luogo del convegno: | ita | |
Anno del convegno: | 2015 | |
Rilevanza: | Rilevanza internazionale | |
Sezione: | contributo | |
???metadata.dc.date.created???: | 2015-09 | |
Data di pubblicazione: | 2015 | |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1109/CNS.2015.7346922 | |
Settore Scientifico Disciplinare: | Settore ING-INF/05 - Sistemi di Elaborazione delle Informazioni | |
Lingua: | English | |
Tipologia: | Intervento a convegno | |
Citazione: | Naldi, M., & D'Acquisto, G. (2015). Option pricing in a privacy-aware market. In IEEE Conference on Communications and Network Security (pp.759-760). Institute of Electrical and Electronics Engineers Inc. [10.1109/CNS.2015.7346922]. | |
Appare nelle tipologie: | 02 - Intervento a convegno |
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