منابع مشابه
a study on insurer solvency by panel data model: the case of iranian insurance market
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Dynamic Pricing Model on the Internet Market
⎯In many industries, sellers have the opportunity to enhance their revenues through the dynamic pricing of their perishable products such as flight seats, hotel rooms, or seasonal fashion goods that become worthless if they are not sold by a specific time. Therefore, how to dynamically adjust the prices of perishable products through differentiating the purchased time and the amount of unsold i...
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Is Beta Dead?” (Wallace [1980]) and other recent articles have asked whether broad consequences, disastrous to modern investment technology, would result from misspecification of the Capital Asset Pricing Model (CAPM), or worse yet, from falsehood of the model. The criticisms have cited imprecise specification of the market portfolio as a misapplication of the CAPM, and have emphasized the diff...
متن کاملExchange rate dynamics in a model of pricing - to - market
This paper develops a general equilibrium exchange rate model consistent with the weak empirical evidence supporting the law of one price. Some firms segment markets by country, and set prices in local currency of sale, a practice we refer to as pricing-to-market (PTM). The presence of PTM increases exchange rate volatility, relative to a situation where the law of one price holds. PTM also aff...
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Option pricing is a tool that investors often use for the purpose of arbitrage or hedging. However, both the BlackScholes model and the CRR model can only provide a theoretical reference value. The volatility in the CRR model cannot always appear in the precise sense because the financial markets fluctuate from time to time. Hence, the fuzzy volatility is naturally to be considered. The main pu...
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ژورنال
عنوان ژورنال: Economic Analysis
سال: 2018
ISSN: 2219-4649,1993-0259
DOI: 10.35774/econa2018.03.015