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Pricing Policy: sistema de recomendação de preços
(Florianópolis, SC., 2016)
Option pricing under multiscale stochastic volatility
(2015)
The stochastic volatility model proposed by Fouque, Papanicolaou, and Sircar (2000) explores a fast and a slow time-scale fluctuation of the volatility process to end up with a parsimonious way of capturing the volatility ...
Essays on asset pricing and option valuation
(2020-12-21)
Esta tese é composta por quatro ensaios sobre precificação de ativos e opções. O primeiro ensaio estuda a precificação de opções de índice no contexto de mercados incompletos. Um novo método é fornecido para construir ...
Lima pricesPrecios de Lima
(Fondo Editorial UNMSMFondo Editorial UNMSM, 1975)
Prices and selection methods for hydroelectric equipment
(ECLA, 1961-01-03)
Futures contracts pricing and futures price unbiasedness (FPU) hypothesis: Argentinean wheat market
(Universidad Torcuato Di Tella, 1998)
This paper tested an arbitrage pricing model for futures contracts on commodities with storage costs. We found that this method proves to be very accurate in describing the behaviour of futures prices for wheat at the ...
Marginal pricing and supplement cost allocation in transmission open access
(IEEE, 1995)
The application of marginal costing to transmission pricing in open access schemes requires the collection of a supplement to finance the transmission systems. The paper describes the application of marginal cost based ...
Contingent Preannounced Pricing Policies with Strategic Consumers
(Informs, 2016)
Companies in diverse industries must decide the pricing policy of their inventories over time. This decision becomes
particularly complex when customers are forward looking and may defer a purchase in the hope of future ...