搜索结果: 1-15 共查到“商业经济学 Pricing”相关记录27条 . 查询时间(0.109 秒)
QUANTITY “FORCING” AND EXCLUSION:BUNDLED DISCOUNTS AND NONLINEAR PRICING
FORCING EXCLUSION BUNDLED DISCOUNTS NONLINEAR PRICING
2015/9/23
Quantity “forcing” refers to pricing schemes that reward a buyer for purchasing some threshold quantity from a firm. When there are significant scale economies and buyers are unable to coordinate, eco...
Pricing in the California Power Exchange Electricity Market: Should California Switch from Uniform Pricing to Pay-as-Bid Pricing?
Exchange Electricity Market Pay-as-Bid Pricing
2015/9/18
In mid-November, this Panel was constituted to investigate “whether the current rules for
determining the market price in the California Power Exchange Day-Ahead market results in a
fair and effic...
Pricing and learning with uncertain demand
Monopoly policy pricing discrete price elasticity of demand profits
2015/8/11
Practical policies for the monopolistic pricing problem with uncertain demand are discussed (for discrete time, continuous prices and demand, in a linear and Gaussian setting). With this model, the in...
Using Information to Improve the Effectiveness of Nonlinear Pricing: Evidence from a Field Experiment
Nonlinear Pricing Effectiveness
2015/7/31
This paper reports on the results of two field experiments examining the impact of
providing information on how a consumer’s own electricity use translates into its monthly
electricity bill on how...
Measuring the Benefits of Greater Spatial Granularity in Short-Term Pricing in Wholesale Electricity Markets
Short-Term Pricing Greater Spatial Granularity
2015/7/31
This paper quantifies the economic benefits associated with the introduction of greater
spatial granularity in short-term pricing in the
California wholesale electricity market. On
April 1, 2009...
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. ...
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...
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 ...
BSDEs with time-delayed generators of a moving average type with applications to pricing and utilities
backward stochastic differential equations time-delayed
2010/10/21
In this paper we consider backward stochastic differential equations with time-delayed generators of a moving average type. The classical and well-known framework with linear generators depending on $...
Conditional Density Models for Asset Pricing
option pricing implied volatility Breeden-Litzenberger equation
2010/10/22
We model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the...
Analytical and Numerical Approaches to Pricing the Path-Dependent Options with Stochastic Volatility
Analytical Numerical Pricing Path-Dependent Options Stochastic Volatility
2010/10/21
In this paper new analytical and numerical approaches to valuating path-dependent options of European type have been developed. The model of stochastic volatility as a basic model has been chosen. Fo...
In the information-based approach to asset pricing the market filtration is modelled explicitly as a superposition of signals concerning relevant market factors and independent noise. The rate at whi...
Analysis of the sensitivity to discrete dividends : A new approach for pricing vanillas
Equity options discrete dividends
2010/10/21
The incorporation of a dividend yield in the classical option pricing model of Black- Scholes results in a minor modification of the Black-Scholes formula, since the lognormal dynamic of the underlyin...
How sensitive are equilibrium pricing models to real-world distortions?
Instability Non-equilibrium dynamics
2010/10/22
In both finance and economics, quantitative models are usually studied as isolated mathematical objects --- most often defined by very strong simplifying assumptions concerning rationality, efficienc...