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Pricing of point-to-point bandwidth contracts
dc.contributor.authorKeppo, Jussien_US
dc.date.accessioned2006-09-11T16:32:08Z
dc.date.available2006-09-11T16:32:08Z
dc.date.issued2005-06en_US
dc.identifier.citationKeppo, Jussi; (2005). "Pricing of point-to-point bandwidth contracts." Mathematical Methods of Operations Research 61(2): 191-218. <http://hdl.handle.net/2027.42/45843>en_US
dc.identifier.issn1432-5217en_US
dc.identifier.issn1432-2994en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/45843
dc.description.abstractIn this paper we consider the pricing of point-to-point bandwidth leasing contracts and options. The underlying asset of these contracts is a point-to-point telecommunications connection. Due to the network structure the network capacity prices depend nonlinearly on each other. A leasing contract on a point-to-point connection can be seen as an option because the seller of the connection selects the cheapest path between the points. Therefore, a bandwidth option is a compound option.en_US
dc.format.extent414783 bytes
dc.format.extent3115 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherSpringer-Verlagen_US
dc.subject.otherCalculus of Variations and Optimal Controlen_US
dc.subject.otherBusiness/Management Science, Generalen_US
dc.subject.otherBandwidthen_US
dc.subject.otherLeasing Contracten_US
dc.subject.otherMathematicsen_US
dc.subject.otherOptimizationen_US
dc.subject.otherOperation Research/Decision Theoryen_US
dc.subject.otherNetworken_US
dc.subject.otherOption Pricingen_US
dc.subject.otherReal Optionen_US
dc.titlePricing of point-to-point bandwidth contractsen_US
dc.typeArticleen_US
dc.subject.hlbsecondlevelIndustrial and Operations Engineeringen_US
dc.subject.hlbtoplevelEngineeringen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumDepartment of Industrial and Operations Engineering, , University of Michigan, , 1205 Beal Avenue, Ann Arbor, Michigan, 48109-2117, USAen_US
dc.contributor.affiliationumcampusAnn Arboren_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/45843/1/186_2004_Article_401.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1007/s001860400401en_US
dc.identifier.sourceMathematical Methods of Operations Researchen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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