Rasmusson, Lars and Aurell, Erik (2002) Simulation of a network capacity market and three middle-man strategies to price and sell dynamically routed point-to-point connections. [SICS Report]
In a simulation of a computer network, the capacity between pairs of border routers in a network domain is sold on a spot market. End-users establish point-to-point connections across several domains by buying capacity in the domains along a path in the network. This paper compares three different trading strategies: spot requests, null broker requests, and derivative broker requests. Their performance is measured in terms of the ratio of successful connections, and the cost to establish a connection. Simulations of a network results show that the derivative broker requests typically performs better than the other two, especially in networks where prices fluctuate rapidly.
|Item Type:||SICS Report|
|Uncontrolled Keywords:||computer networks, bandwidth markets, QoS, combinatorial trading, option pricing|
|Deposited By:||Vicki Carleson|
|Deposited On:||29 Oct 2007|
|Last Modified:||18 Nov 2009 16:03|
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