نتایج جستجو برای: time pricing

تعداد نتایج: 1915164  

Journal: :Electronic Commerce Research 2003
Joan Morris DiMicco Pattie Maes Amy Greenwald

By employing dynamic pricing, sellers have the potential to increase their revenue by selling their goods at prices customized to the buyers’ demand, the market environment, and the seller’s supply at the moment of the transaction. As dynamic pricing becomes a necessary competitive maneuver, and as market mechanisms become more complex, there is a growing need for software agents to be used to ...

1996
Prabhudev Konana Alok Gupta Dale O. Stahl Andrew B. Whinston

Many revolutionary information products are being offered or envisioned in electronic commerce setting. Since an economic paradigm and mass customization are implicit in electronic commerce, these products must be produced and delivered at appropriate prices with user desired service characteristics such as response time, correctness, and completeness. In this research, we investigate the infor...

Journal: :فصلنامه مدلسازی ریسک و مهندسی مالی 0
مهدی آسیما دانشجوی دکترای مالی، بانکداری، دانشکده مدیریت، دانشگاه تهران، تهران، ایران امیر علی عباس زاده اصل 2. کارشناسی ارشد مهندسی مالی، دانشکده مدیریت، دانشگاه تهران، تهران، ایران

capital asset pricing model (capm) has been among the common models to estimate expected returns rate. since the linearity assumption is considered in the standard version of the capital asset pricing model, estimating beta in nonlinear setting will be inconsistent and bias-oriented. therefore, this study tries to evaluate predictive power of nonlinear capital asset pricing model as well as sta...

2004
Lars Stentoft

As extensions to the Black-Scholes model with constant volatility, option pricing models with time-varying volatility have been suggested within the framework of generalized autoregressive conditional heteroskedasticity (GARCH). However, application of the GARCH option pricing model has been hampered by the lack of simulation techniques able to incorporate early exercise features. In the presen...

Journal: :JNW 2009
Giuseppe D'Acquisto Pietro Cassarà Luigi Alcuri

With the evolution of telecommunication networks and of their services the role of service provider is changed, so nowadays there is a coexistence of Network Operators and Virtual Operators. The difference between these players is not in the way they offer a service but primarily in their economic objectives and risk attitudes. Essentially, Network Operators own their infrastructures and typica...

Journal: :مهندسی صنایع 0
samira mohabbatdar department of engineering مریم اسمعیلی department of engineering

demand is assumed constant in the classical economic order quantity (eoq) model. however, in the real world, the demand is dependent on many factors such as the selling price, warranty of product and marketing effort. in addition pricing and ordering quantity decisions are interdependent for a seller when demand for the product is price sensitive in the inventory models. these types of models a...

2012
Vincent A.C. van den Berg Erik T Verhoef

This paper analyses the efficiency and distributional impacts of congestion pricing in Vickrey’s (1969) dynamic bottleneck model of congestion, allowing for continuous distributions of values of time and schedule delay. We find that congestion pricing can leave a majority of travellers better off even without returning the toll revenues to them. We also find that the consumer surplus losses or ...

1999
Jörn Altmann

Demand for Quality of Service on the Internet By Jörn Altmann, UC Berkeley The INternet Demand EXperiment Project (INDEX) is a field trial investigating the structure of user demand for qualitydifferentiated Internet access. Demand can be measured in terms of bandwidth, transmitted bytes and connect time, as a function of price and application. Several experiments have been conducted, each runn...

2004
Giles W. P. Thompson

A Dissertation submitted for the Degree of Doctor of Philosophy To the memory of my mother Contents Preface iii 1 Introduction 1 1.1 Option pricing in discrete time 1 1.2 Option pricing in continuous time 4 1.3 The Black-Scholes model 8 1.4 Interest-rate models 9

Journal: Iranian Economic Review 2020

F orecasting the volatility of a financial asset has wide implications in finance. Conditional variance extracted from the GARCH framework could be a suitable proxy of financial asset volatility. Option pricing, portfolio optimization, and risk management are examples of implications of conditional variance forecasting. One of the most recent methods of volatility forecasting is Real...

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