34 citations · 129 across the 45 of their papers we have counts for
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cs.GT2012
General Truthfulness Characterizations Via Convex Analysis
Rafael M. Frongillo, Ian A. Kash
We present a model of truthful elicitation which generalizes and extends mechanisms, scoring rules, and a number of related settings that do not qualify as one or the other. Our ma…
q-fin.CP2012
Minimax Option Pricing Meets Black-Scholes in the Limit
Jacob Abernethy, Rafael M. Frongillo, Andre Wibisono
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset's future market price. In short, an option has a p…