Pricing Strategies
Coordinating inventory control and pricing strategies
... Cn(x) allows us to gain additional insights. Recall that the symmetric K-convexity is a concept introduced and applied in Chapter 2 and Chapter 3 for the periodic revie[r] ...
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Pricing Strategies in Multi-Operator Heterogeneous Wireless Networks
... proposed pricing scenarios for the transaction cost in a sharing environment, andthedecision algorithm used for selectionis presented in section ...the pricing scenarios profitability, in each business ...
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Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: the Infinite Horizon Case
... In such a policy, the period inventory is managed based on the classical (s,S) policy and price is determined based on the inventory position at the beginning of each period.[r] ...
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Optimal spatial pricing strategies with transportation costs
... the pricing pattern p and may shop at any place y, paying the cost p(y) and additionally a transportation cost c(x, y) for a given trans- portation cost function ...a pricing strategy which maximizes the ...
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Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case
... An interesting question is whether the optimal selling price is a nonincreasing function of the initial inventory level, as is the case for a similar model with no fixed cost; see Federgr[r] ...
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Pricing in Information-Centric Network Interconnection
... a pricing model to study the economic incentives for caching and sharing content in the interconnection of Information-Centric Networks ...current pricing strategies in the Internet are not ...
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The marginal pricing rule revisited
... It is worth to note that our new definition does not answer all criticisms. Indeed, for the Jouini’s example, the marginal pricing rule with the intermediate normal cone is again the whole positive orthant. But, ...
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Nonparametric Methods and Option Pricing
... In addition there are many ways to tackle the pricing of options via nonparametric methods. Moreover, there are many di erent types of option contracts, some of which require discussion of special features like ...
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Essays in empirical asset pricing
... 2017 ). Many linkages have been established between linear factor models in Arbitrage Pricing Theory (APT) and higher-order moments, as additional factors from CAPM can capture some of these moments. CAPM assumes ...
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The Econometrics of Option Pricing
... By matching a SemiNonParametric (SNP) score generator, EMM aims at correcting for this e±ciency loss. The EMM procedure allows estimating the model parameters under both objective and risk-neutral probability measures if ...
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Commodity Derivatives: Modeling and Pricing
... The specification of commodity modeling is often reduced to an appro- priate representation of convenience yield, intrinsic seasonality and mean reversion of commodity price. As a matter of fact, convenience yield can be ...
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Affine Disagreement and Asset Pricing
... 522 =10.1257/aer.100.2.522 Models of heterogeneous beliefs can generate rich implications for trading and asset pricing (see Suleyman Basak 2005 for a recent survey). When studying such models, aggregation often ...
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Price Fairness versus Pricing Fairness
... 3.1 Experimental design A common research method in studies of fairness is to ask participants of experiments to imagine themselves in hypothetical situations. Five percent of the November 2009 flow of passengers (n=250) ...
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Pricing and Hedging Defaultable Claim
... for pricing and hedging defaultable claim have generated a large debates by academics and practitioners during the last subprime ...for pricing defaultable securities have been pioneered by Merton [ 27 ...
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Multi-Task Learning For Option Pricing
... 4 Application to Option Pricing 4.1 European Options Data The model described in the previous section was used for the prediction of the prices of European call options on the S&P 500 index. A European call ...
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Application de la méthode des éléments finis au pricing d'options
... comme étant backward in time. Les conditions aux limites sont les valeurs de V aux bornes du domaine étudié. Dans le cas du pricing d’une option européenne, le domaine est unidimensionnel et consiste dans les ...
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Clearance pricing optimization at Zara
... model’s pricing suggestion was reviewed, she was surprised to find that the model suggested that the Price Cluster’s current prices be ...the Pricing Team, she had reluctantly accepted the model’s ...
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Asset pricing and expected inflation
... In this paper, the expected real rate of return of the market portfolio falls less if expected inflation increases because of an increase in expected money growth than if it increases be[r] ...
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GARCH option pricing under skew
... Av. Bernard Hirsch – 95021 Cergy-Pontoise – France Current version : January 2003 Abstract This article is an empirical study dedicated to the GARCH Option pricing model of Duan (1995) applied to the FTSE 100 ...
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Equilibrium Pricing in Incomplete Markets
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