Financial Derivatives for Computer Network Capacity Markets with Quality-of-Service Guarantees
Number of Authors: 1
2003 (English)Report (Refereed)
Five network services that meet the needs of new Internet applications are formulated as derivatives on the spot price of the capacity in network connections. The derivatives are priced using the Black-Scholes model. The services suggested are: a multcast service for one-to-many connections, a video on-demand service, a service that gives the user perceived higher quality for many applications, a service that allows the requested capacity to vary with time and a service that does not specify the exact time of delivery of capacity.
Place, publisher, year, edition, pages
Swedish Institute of Computer Science , 2003, 1. , 45 p.
SICS Technical Report, ISSN 1100-3154 ; 2003:03
Networking and Internet Architecture
Computer and Information Science
IdentifiersURN: urn:nbn:se:ri:diva-22039OAI: oai:DiVA.org:ri-22039DiVA: diva2:1041581