搜索结果: 31-45 共查到“理论经济学 Pricing”相关记录90条 . 查询时间(0.062 秒)
Second Best Pricing Policies for an Exhaustible Resource
pricing exhaustible resources economics perspective interest rates
2011/10/6
This article proposes a method for pricing exhaustible resources from a second-best economics perspective. In the theory of exhaustible resources, the classical result, originally derived by Harold Ho...
Pragmatic insurance option pricing
Complete and incomplete markets cost and market price adjustments Dynamic hedging and no-arbitrage Insurance and financial option contracts Insurance and option pricing theory
2011/9/6
This paper deals with theoretical and practical pricing of non-life insurance contracts within a financial option pricing context. The market-based assumption approach of the option context fits well ...
Self-reported Health and Risk Behaviors: Do They Influence Attitudes Toward Pricing Health Insurance?
the increasing cost employee health care benefits a number of direct and indirect cost-savings efforts
2011/9/5
Responding to the increasing cost of providing employee health care benefits, employers have instituted a number of direct (e.g., reduced benefits, limited access, increased co-payments, etc.) and ind...
Beyond Disparate Impact: Risk-based Pricing and Disparity in Consumer Credit History Scores
Credit scoring Risk-based pricing expanding range of activities
2011/8/22
Despite the increasing importance of credit scoring to an expanding range of activities, very little is known about the nature of the credit scoring process. This article examines the interaction of c...
Is There a Cost Channel of Monetary Policy Transmission? An Investigation into the Pricing Behavior of 2,000 Firms
monetary transmission cost channel working capital
2011/8/21
The paper exploits a unique panel, covering some 2,000 Italian manufacturing firms and 14 years of data on individual prices and individual interest rates paid on several types of debt, to address the...
To fee or not to fee: Pricing policies in financial counseling
Pricing Financial advisor Financial counseling
2011/8/21
Pricing represents a key variable in the financial advisory industry. For this reason we investigate the possibility of identifying the type of advisory provided by making use of the pricing policy th...
Multiplicative noise, fast convolution, and pricing
Computational Finance Stochastic Processes Non-Gaussian Option Pricing Numerical Methods for Option Pricing
2011/7/19
In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numeri...
Theory of Information Pricing
Information Pricing nancial institutions quantity of upside information
2011/7/4
In nancial markets valuable information is rarely circulated homogeneously, because
of time required for information to spread. However, advances in communication
technology means that the `lifetim...
Pricing of average strike Asian call option using numerical PDE methods
Asian Option Crank Nicolson Implicit Method Higher Order Compact Monte Carlo Simulation
2011/7/4
In this paper, a standard PDE for the pricing of arithmetic average strike Asian call option is presented. A Crank-Nicolson Implicit Method and a Higher Order Compact finite difference scheme for this...
Utility based pricing and hedging of jump diffusion processes with a view to applications
pricing hedging of jump diffusion processes marginal optimal hedge
2011/7/4
We discuss utility based pricing and hedging of jump di usion pro-
cesses with emphasis on the practical applicability of the framework. We
point out two diculties that seem to limit this applicabi...
Volatility of Power Grids under Real-Time Pricing
Real-Time Pricing Volatility Lyapunov Analysis
2011/7/5
The paper proposes a framework for modeling and
analysis of the dynamics of supply, demand, and clearing prices
in power system with real-time retail pricing and information
asymmetry. Real-time re...
Preferences, Lévy Jumps and Option Pricing
equilibrium option pricing recursive utility Levy jumps
2011/4/2
This paper derives an equilibrium formula for pricing European options and other contingent claims which allows incorporating impacts of several important economic variable on security prices includin...
Denoising Surprises in Option Pricing
financial time series option premium attenuated volatility
2011/3/30
We perform wavelet decomposition of high frequency financial time series into high and low-energy spectral sectors. Taking the FTSE100 index as a case study, and working with the Haar basis, it turns ...
Pricing of barrier options by marginal functional quantization
Pricing barrier options marginal functional quantization
2011/1/4
This paper is devoted to the pricing of Barrier options by optimal quadratic quantization method. From a known useful representation of the premium of barrier options one deduces an algorithm similar ...
Pricing and Hedging in Affine Models with Possibility of Default
Pricing Hedging in Affine Models Possibility of Default
2011/1/4
We propose a general class of models for the simultaneous treatment of equity, corporate bonds, government bonds and derivatives. The noise is generated by a general affine Markov process. The framewo...