英文标题：
《Pricing complexity options》
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作者：
Malihe Alikhani, Bj{\\o}rn Kjos-Hanssen, Amirarsalan Pakravan, and
Babak Saadat
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最新提交年份：
2016
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英文摘要：
We consider options that pay the complexity deficiency of a sequence of up and down ticks of a stock upon exercise. We study the price of European and American versions of this option numerically for automatic complexity, and theoretically for Kolmogorov complexity. We also consider run complexity, which is a restricted form of automatic complexity.
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中文摘要：
我们考虑的期权支付了股票行权时一系列涨跌波动的复杂性。我们从数值上研究了欧洲和美国版本的自动复杂性，并从理论上研究了科尔莫戈罗夫复杂性。我们还考虑了运行复杂性，它是自动复杂性的一种受限形式。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Pricing of Securities 证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Computer Science 计算机科学
二级分类：Computational Complexity 计算复杂度
分类描述：Covers models of computation, complexity classes, structural complexity, complexity tradeoffs, upper and lower bounds. Roughly includes material in ACM Subject Classes F.1 (computation by abstract devices), F.2.3 (tradeoffs among complexity measures), and F.4.3 (formal languages), although some material in formal languages may be more appropriate for Logic in Computer Science. Some material in F.2.1 and F.2.2, may also be appropriate here, but is more likely to have Data Structures and Algorithms as the primary subject area.
涵盖计算模型，复杂度类别，结构复杂度，复杂度折衷，上限和下限。大致包括ACM学科类F.1（抽象设备的计算）、F.2.3（复杂性度量之间的权衡）和F.4.3（形式语言）中的材料，尽管形式语言中的一些材料可能更适合于计算机科学中的逻辑。在F.2.1和F.2.2中的一些材料可能也适用于这里，但更有可能以数据结构和算法作为主要主题领域。
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一级分类：Computer Science 计算机科学
二级分类：Formal Languages and Automata Theory 形式语言与自动机理论
分类描述：Covers automata theory, formal language theory, grammars, and combinatorics on words. This roughly corresponds to ACM Subject Classes F.1.1, and F.4.3. Papers dealing with computational complexity should go to cs.CC; papers dealing with logic should go to cs.LO.
涵盖自动机理论，形式语言理论，文法，和词的组合学。这大致相当于ACM主题类F.1.1和F.4.3。处理计算复杂性的论文应该上CS.CC；处理逻辑的论文应该去CS.LO。
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一级分类：Mathematics 数学
二级分类：Logic 逻辑
分类描述：Logic, set theory, point-set topology, formal mathematics
逻辑，集合论，点集拓扑，形式数学
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