搜索结果: 16-30 共查到“应用经济学 Pricing”相关记录66条 . 查询时间(0.125 秒)
Premiums in health insurance markets frequently do not reflect individual differences in costs, either because consumers have private
information or because prices are not risk rated. This creates i...
POTENTIAL COMPETITION,LIMIT PRICING,AND PRICE ELEVATION FROM EXCLUSIONARY CONDUCT
LIMIT PRICING PRICE ELEVATION EXCLUSIONARY CONDUCT
2015/7/20
Economists have made important progress in recent years in building quantitative models of the strategic interaction of sellers in markets that are imperfectly competitive. One important type of model...
A Multi Period Equilibrium Pricing Model
Time inconsistent control incomplete market equilibrium price
2012/6/5
In this paper, we propose an equilibrium pricing model in a dynamic multi-period stochastic framework with uncertain income streams. In an incomplete market, there exist two traded risky assets (e.g. ...
Modeling and Pricing of Covariance and Correlation Swaps for Financial Markets with Semi-Markov Volatilities
Modeling and Pricing of Covariance Correlation Swaps Financial Markets Semi-Markov Volatilities Pricing of Securities
2012/6/5
In this paper, we model financial markets with semi-Markov volatilities and price covarinace and correlation swaps for this markets. Numerical evaluations of vari- nace, volatility, covarinace and cor...
New solvable stochastic volatility models for pricing volatility derivatives
New solvable stochastic volatility models pricing volatility derivatives Pricing of Securities
2012/6/5
Classical solvable stochastic volatility models (SVM) use a CEV process for instantaneous variance where the CEV parameter $\gamma$ takes just few values: 0 - the Ornstein-Uhlenbeck process, 1/2 - the...
Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging
Pricing options illiquid assets liquid proxies utility indifference dynamic-static hedging
2012/6/4
This work addresses the problem of optimal pricing and hedging of a European option on an illiquid asset Z using two proxies: a liquid asset S and a liquid European option on another liquid asset Y. W...
European Option Pricing with Liquidity Shocks
liquidity shock indifference price exponential utility maximization
2012/6/2
We study the valuation and hedging problem of European options in a market subject to liquidity shocks. Working within a Markovian regime-switching setting, we model illiquidity as the inability to tr...
Local Volatility Pricing Models for Long-dated FX Derivatives
Local volatility Stochastic volatility Foreign Exchange Stochastic interest rates Calibration
2012/4/28
We study the local volatility function in the Foreign Exchange market where both domestic and foreign interest rates are stochastic. This model is suitable to price long-dated FX derivatives. We deriv...
Pricing Variable Annuity Guarantees in a Local Volatility framework
Pricing Variable Annuity Guarantees Local Volatility framework Pricing of Securities
2012/4/28
In this paper, we study the price of Variable Annuity Guarantees, especially of Guaranteed Annuity Options (GAO) and Guaranteed Minimum Income Benefit (GMIB), and this in the settings of a derivative ...
Joint Decision of Pricing and Cross-Ruff Coupon Value under Substitute (Complement) Demand
Cross-Ruff Coupon Carrier Brand Target Brand Pricing
2013/2/19
This paper focuses on the optimal decisions of pricing and cross-ruff coupon face value for two linked brands products. We develop the profit maximization models for two kinds of coupons: in-pack cros...
Indifference Pricing of American Option Underlying Illiquid Stock under Exponential Forward Performance
Stochastic control generalized verification theorem portfolio optimization indifference pricing exponential forward performance
2012/3/2
This work focuses on the indifference pricing of American call option underlying a non-traded stock, which may be partially hedgeable by another traded stock. Under the exponential forward measure, th...
Leading Indicators of Heating Coal Pricing in Turkey: A Coal Pricing Model (2003-2009)
Pricing Granger Causality Heating Coal
2013/3/8
In this study, a coal pricing model for Turkey is developed employing Granger causality and cointegration analysis by using monthly data between January 2003 and April 2009. Empirical results based on...
Strategic Management Approach of Pricing in Achieving Organizational Objectives. A Case Study of Sunshine Rubber and Shoe Company
strategic management pricing achieving organization
2011/6/1
Pricing is one of the marketing mix used by marketers to achieve their objectives. It is one of the flexible and most adjustable variables that can be manipulated by marketers in order to meet custome...
Transfer pricing in agricultural enterprises
transfer prices arm's length principle tax liability
2014/2/27
International tax issues already have not been problems of multinational enterprises. The effect of globalization and international business development causes that many small and medium size firms in...
The Fundamental Theorem of Asset Pricing, the Hedging Problem and Maximal Claims in Financial Markets with Short Sales Prohibitions
The Fundamental Theorem Asset Pricing Hedging Problem
2011/1/4
This paper consists of two parts. In the first part, by building on the work of Jouini and Kallal in [26], Sch\"urger in [37], Frittelli in [15], Pham and Touzi in [34] and Napp in [33], we prove the ...