Works about MATHEMATICAL models of pricing

Results: 178

Soft Strategic Information and IPO Underpricing.

Published in:

Journal of Behavioral Finance, 2016, v. 17, n. 1, p. 1, doi. 10.1080/15427560.2016.1133619

By:

Brau, James C.;
Cicon, James;
McQueen, Grant

Publication type:

Article

Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis.

Published in:

Asia-Pacific Financial Markets, 2012, v. 19, n. 3, p. 259, doi. 10.1007/s10690-011-9149-1

By:

Kariya, Takeaki;
Wang, Jingsui;
Wang, Zhu;
Doi, Eiichi;
Yamamura, Yoshiro

Publication type:

Article

Testing the efficiency market hypothesis for the Colombian stock market.

Published in:

Dyna (0012-7353), 2014, v. 81, n. 185, p. 100, doi. 10.15446/dyna.v81n185.37063

By:

Benjamín Duarte-Duarte, Juan;
Mascareñas Pérez-Iñigo, Juan Manuel;
Julieth Sierra-Suárez, Katherine

Publication type:

Article

Pricing Dual Spread Options by the Lie-Trotter Operator Splitting Method.

Published in:

IAENG International Journal of Applied Mathematics, 2014, v. 44, n. 4, p. 221

By:

Lo, C. F.

Publication type:

Article

Modelos de valoración de opciones sobre títulos de renta fija: aplicación al mercado colombiano.

Published in:

Estudios Gerenciales, 2013, v. 29, n. 126, p. 77, doi. 10.1016/S0123-5923(13)70022-6

By:

Herrera Cardona, Luis Guillermo;
Cárdenas Giraldo, Darwin

Publication type:

Article

Is Liquidity Priced in the Vietnamese Stock Market?

Published in:

Economic Papers, 2019, v. 38, n. 3, p. 193, doi. 10.1111/1759-3441.12249

By:

Hoang, Lai Trung;
Phan, Trang Thu

Publication type:

Article

Consumption-Based Asset Pricing with Higher Cumulants.

Published in:

Review of Economic Studies, 2013, v. 80, n. 2, p. 745, doi. 10.1093/restud/rds029

By:

Martin, Ian W. R.

Publication type:

Article

Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior.

Published in:

Operations Research, 2019, v. 67, n. 2, p. 407, doi. 10.1287/opre.2018.1791

By:

Zhang, Gongqiu;
Li, Lingfei

Publication type:

Article

Technical Note—Multiproduct Pricing Under the Generalized Extreme Value Models with Homogeneous Price Sensitivity Parameters.

Published in:

Operations Research, 2018, v. 66, n. 6, p. 1559, doi. 10.1287/opre.2018.1740

By:

Zhang, Heng;
Rusmevichientong, Paat;
Topaloglu, Huseyin

Publication type:

Article

Learning and Pricing with Models That Do Not Explicitly Incorporate Competition.

Published in:

Operations Research, 2015, v. 63, n. 1, p. 86, doi. 10.1287/opre.2014.1341

By:

Cooper, William L.;
Homem-de-Mello, Tito;
Kleywegt, Anton J.

Publication type:

Article

Coordinating Inventory Control and Pricing Strategies Under Batch Ordering.

Published in:

Operations Research, 2014, v. 62, n. 1, p. 25, doi. 10.1287/opre.2013.1238

By:

Yi Yang;
Youhua (Frank) Chen;
Yun Zhou

Publication type:

Article

Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact.

Published in:

Operations Research, 2014, v. 62, n. 1, p. 195, doi. 10.1287/opre.2013.1222

By:

Jingnan Chen;
Liming Feng;
Jiming Peng;
Yinyu Ye

Publication type:

Article

Analysis of Deterministic LP-Based Booking Limit and Bid Price Controls for Revenue Management.

Published in:

Operations Research, 2013, v. 61, n. 6, p. 1312, doi. 10.1287/opre.2013.1216

By:

Jasin, Stefanus;
Kumar, Sunil

Publication type:

Article

مسأله مسیریابی انتخابی باز وسایل نقلیه همراه با قیمت گذاری؛ حل: الگوریتم رقابت استعماری بهبودیافته

Published in:

Production & Operations Management (2251-6409), 2017, v. 8, n. 2, p. 28

By:

حسین زاده, ابوالفضل;
علینقیان, مهدی;
صباغ, محمدسعید

Publication type:

Article

قیمت گذاری در لجستیک معکوس با درنظرگرفتن کیفیت محصولات و تقاضای احتمالی

Published in:

Production & Operations Management (2251-6409), 2017, v. 8, n. 2, p. 1

By:

زاده, ناظمه اکرم;
هنرور, محبوبه;
ابوئی, محمدحسین;
زارع, حسن خادمی

Publication type:

Article

From the Chairman and Executive Editor.

Published in:

Defense Acquisition Research Journal: A Publication of the Defense Acquisition University, 2014, v. 21, n. 3, p. 668

By:

Ferreiro, Larrie D.

Publication type:

Article

A FULLY NON-LINEAR PDE PROBLEM FROM PRICING CDS WITH COUNTERPARTY RISK.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2012, v. 17, n. 6, p. 2001, doi. 10.3934/dcdsb.2012.17.2001

By:

Bei Hu;
Lishang Jiang;
Jin Liang;
Wei Wei

Publication type:

Article

Search at the Margin.

Published in:

American Economic Review, 2017, v. 107, n. 10, p. 3146, doi. 10.1257/aer.20151579

By:

Carrasco, José A.;
Smith, Lones

Publication type:

Article

Multi-Category Competition and Market Power: A Model of Supermarket Pricing.

Published in:

American Economic Review, 2017, v. 107, n. 8, p. 2308, doi. 10.1257/aer.20160055

By:

Thomassen, Øyvind;
Smith, Howard;
Seiler, Stephan;
Schiraldi, Pasquale

Publication type:

Article

Buyer-Optimal Learning and Monopoly Pricing.

Published in:

American Economic Review, 2017, v. 107, n. 7, p. 2072, doi. 10.1257/aer.20160145

By:

Roesler, Anne-Katrin;
Szentes, Balázs

Publication type:

Article

Two Pillars of Asset Pricing<sup>†</sup>.

Published in:: 2014
Publication type:: Speech

Prerequisites for modeling price and return data series for the Bucharest Stock Exchange.

Published in:

Theoretical & Applied Economics, 2013, v. 20, n. 11, p. 117

By:

TINCA, Andrei

Publication type:

Article

Real activities manipulation and firm valuation.

Published in:

Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 1201, doi. 10.1007/s11156-017-0659-4

By:

Mellado-Cid, Cristhian;
Jory, Surendranath R.;
Ngo, Thanh N.

Publication type:

Article

Earnings management and IPO anomalies in China.

Published in:

Review of Quantitative Finance & Accounting, 2014, v. 42, n. 1, p. 69, doi. 10.1007/s11156-012-0334-8

By:

Shen, Zhe;
Coakley, Jerry;
Instefjord, Norvald

Publication type:

Article

Pricing Strategies with Costly Customer Arbitrage.

Published in:

Review of Industrial Organization, 2017, v. 50, n. 3, p. 345, doi. 10.1007/s11151-016-9533-0

By:

Sibly, Hugh

Publication type:

Article

Back-to-Basics: A Short Primer on Option Pricing Models and the DLOM.

Published in:

Value Examiner, 2017, p. 44

By:

von Helfenstein, Sarah

Publication type:

Article

Option Pricing Models and the DLOM: Why OPMs are Not a Silver Bullet.

Published in:

Value Examiner, 2017, p. 18

By:

von Helfenstein, Sarah

Publication type:

Article

Large-scale Parallel Simulation of High-dimensional American Option Pricing.

Published in:

Journal of Algorithms & Computational Technology, 2012, v. 6, n. 1, p. 1, doi. 10.1260/1748-3018.6.1.1

By:

Hong-xu, Chang;
Zhong-hua, Lu;
Xue-bin, Chi

Publication type:

Article

Parallel Randomized Quasi-Monte Carlo Simulation for Asian Basket Option Pricing.

Published in:

Journal of Algorithms & Computational Technology, 2012, v. 6, n. 1, p. 101, doi. 10.1260/1748-3018.6.1.101

By:

Hu, Yong-hong;
Chen, Da-qian

Publication type:

Article

STRATEGIC INTERACTION AMONG HETEROGENEOUS PRICE-SETTERS IN AN ESTIMATED DSGE MODEL.

Published in:

Review of Economics & Statistics, 2011, v. 93, n. 3, p. 920, doi. 10.1162/REST_a_00102

By:

Coibion, Olivier;
Gorodnichenko, Yuriy

Publication type:

Article

Choice of item pricing feedback schemes for multiple unit reverse combinatorial auctions.

Published in:

Journal of the Operational Research Society, 2013, v. 64, n. 11, p. 1571, doi. 10.1057/jors.2012.121

By:

Iftekhar, M S;
Hailu, A;
Lindner, R K

Publication type:

Article

OPTION PRICING WITH PADÉ APPROXIMATIONS.

Published in:

Communications Series A1 Mathematics & Statistics, 2012, v. 61, n. 2, p. 45, doi. 10.1501/Commua1_0000000679

By:

KÖROĞLU, CANAN

Publication type:

Article

Innovation and Price Competition in a Two-Sided Market.

Published in:

Journal of Management Information Systems, 2011, v. 28, n. 2, p. 171, doi. 10.2753/MIS0742-1222280207

By:

Lin, Mei;
Li, Shaojin;
Whinston, Andrew B.

Publication type:

Article

Modelos de inventarios con productos perecederos: revisión de literatura.

Published in:

Ingeniería (0121-750X), 2014, v. 19, n. 2, p. 9

By:

Pérez Mantilla, Freddy Andrés;
Torres, Fidel

Publication type:

Article

Do Houses of Worship Affect Housing Prices? Evidence from Germany.

Published in:

Growth & Change, 2014, v. 45, n. 4, p. 549, doi. 10.1111/grow.12066

By:

Brandt, Sebastian;
Maennig, Wolfgang;
Richter, Felix

Publication type:

Article

PRICING DEPENDENT COMPOUND POISSON PROCESSES.

Published in:

Silesian Statistical Review / Śląski Przegląd Statystyczny, 2014, n. 12, p. 171

By:

Heilpern, Stanisław

Publication type:

Article

On the methods of pricing American options: case study.

Published in:

Annals of Operations Research, 2018, v. 260, n. 1/2, p. 79, doi. 10.1007/s10479-016-2267-4

By:

Aydoğan, Burcu;
Aksoy, Ümit;
Uğur, Ömür

Publication type:

Article

European option pricing with transaction costs and stochastic volatility: an asymptotic analysis.

Published in:

IMA Journal of Applied Mathematics, 2015, v. 80, n. 4, p. 981, doi. 10.1093/imamat/hxu033

By:

CAFLISCH, R. E.;
GAMBINO, G.;
SAMMARTINO, M.;
SGARRA, C.

Publication type:

Article

Superstition and real estate prices: transaction-level evidence from the US housing market.

Published in:

Applied Economics, 2019, v. 51, n. 26, p. 2818, doi. 10.1080/00036846.2018.1558361

By:

Humphreys, Brad R.;
Nowak, Adam;
Zhou, Yang

Publication type:

Article

Implicit transaction cost management using intraday price dynamics.

Published in:

Applied Economics, 2018, v. 50, n. 39, p. 4264, doi. 10.1080/00036846.2018.1441523

By:

Mazza, Paolo;
Petitjean, Mikael

Publication type:

Article

The Predictive Performance of Asset Pricing Models: Evidence from the Australian Securities Exchange.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2016, v. 19, n. 4, p. -1, doi. 10.1142/S0219091516500235

By:

Bianchi, Robert J.;
Drew, Michael E.;
Whittaker, Timothy

Publication type:

Article

A NEW COMPETITIVE MODEL BASED ON TRADE-OF BETWEEN CREDIBILITY AND PRICE.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2012, v. 46, n. 2, p. 231

By:

Radojičić, Valentina;
Radonjić, Vesna;
Marković, Goran

Publication type:

Article

Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model.

Published in:

Finance a Uver: Czech Journal of Economics & Finance, 2012, v. 62, n. 2, p. 162

By:

FigÀ-Talamanca;, Gianna;
Guerra, Maria Letizia;
Stefanini, Luciano

Publication type:

Article

Evaluating a Year of Oil Price Volatility.

Published in:

Economic Review (01612387), 2015, v. 100, n. 3, p. 5

By:

Davig, Troy;
Çakır Melek, Nida;
Nie, Jun;
Smith, A. Lee;
Tüzemen, Didem

Publication type:

Article

Can we invest on the basis of equity risk premia and risk factors from multi-factor models?

Published in:

Economics & Business Review, 2016, v. 2, n. 3, p. 78, doi. 10.18559/ebr.2016.3.6

By:

Sakowski, Paweł;
Ślepaczuk, Robert;
Wywiał, Mateusz

Publication type:

Article

Synchronous Price Discovery of Cross-Listings.

Published in:

Management Science & Financial Engineering, 2014, v. 20, n. 1, p. 11, doi. 10.7737/MSFE.2014.20.1.011

By:

Haiqiang Chen;
Moon Sub Choi

Publication type:

Article

Empirical Testing of Asset Pricing Models in Indian Stock Market.

Published in:

Wealth: International Journal of Money, Banking & Finance, 2012, v. 1, n. 1, p. 9

By:

Rao, S. V. D. Nageswara;
Ramachandran, Vishnu S.

Publication type:

Article

An adaptive Paris Metro Pricing scheme for mobile data networks.

Published in:

International Journal of Network Management, 2016, v. 26, n. 6, p. 422, doi. 10.1002/nem.1941

By:

Huang, Huai‐Sheng;
Hu, Shu‐Chiung;
Lee, Po‐Han;
Tseng, Yu‐Chee

Publication type:

Article

A technical note on the dynamic nonstationary inventory-pricing control model with lost sale.

Published in:

International Journal of Production Research, 2017, v. 55, n. 19, p. 5816, doi. 10.1080/00207543.2017.1337946

By:

Luo, Sirong;
Wang, Jianrong

Publication type:

Article

A supportive pricing model for suppliers with purchase order financing.

Published in:

International Journal of Production Research, 2017, v. 55, n. 19, p. 5632, doi. 10.1080/00207543.2017.1327727

By:

Wu, Andy

Publication type:

Article