We consider the envy-free pricing problem, in which we want to compute revenue maximizing prices for a set of products P assuming that each consumer from a set of consumer samples C will buy the product maximizing her personal utility, i.e., the difference between her respective budget and the product's ... more >>>

It is generally assumed that you can make a financial asset out of any underlying event or combination thereof, and then sell a security. We show that while this is theoretically true from the financial engineering perspective, compound securities might be intractable to price. Even given no information asymmetries, or ... more >>>