Instruct: Given a paper title, retrieve paper titles that are cited by the given paper.
Query: A lattice framework for pricing display advertisement options with the stochastic volatility underlying model
The RAND Corporation Theory of Rational Option Pricing
Repeated Auctions with Budgets in Ad Exchanges: Approximations and Design
A Neural Stochastic Volatility Model
Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms
Optimal Consumption and Investment Strategies with Stochastic Interest Rates
High-frequency market-making with inventory constraints and directional bets
Buyer Uncertainty and Two-Part Pricing: Theory and Applications
Monte Carlo methods for security pricing
Real time bid optimization with smooth budget delivery in online advertising
Asset pricing models and financial market anomalies
A Laplacian Framework for Option Discovery in Reinforcement Learning
Black-Scholes versus artificial neural networks in pricing FTSE 100 options
Stochastic calculus for fractional Brownian motion. I. Theory
Estimation of a Stochastic-Volatility Jump-Diffusion Model
Strategic Market Choice: Frequent Call Markets vs. Continuous Double Auctions for Fast and Slow Traders
Conditioning on one-step survival for barrier option simulations
Intermediary Asset Pricing
Dynamic pricing in the presence of inventory considerations: research overview, current practices, and future directions
Optimal Dynamic Pricing of Perishable Items by a Monopolist Facing Strategic Consumers
A Parametrization of the Auction Design Space
Crystal Structure of Human Cyclophilin A Bound to the Amino-Terminal Domain of HIV-1 Capsid
National culture and consumer trust in e-commerce
R2CNN: Rotational Region CNN for Orientation Robust Scene Text Detection
CS271 Randomness & Computation Fall 2011
Data Mining: Concepts and Techniques