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  • Search: subject:"Price sensitivities"
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Year of publication
Subject
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price sensitivities 5 Option pricing theory 3 Option trading 3 Optionsgeschäft 3 Optionspreistheorie 3 Price sensitivities 3 Consumer behaviour 2 Environmental Economics and Policy 2 Hedging 2 Konsumentenverhalten 2 Preismanagement 2 Pricing strategy 2 Simulation 2 continuous mixtures 2 discrete choice experiments 2 discrete mixtures 2 farmland recreation 2 mixtures of distributions 2 willing to pay space 2 Air passenger transport 1 Air transport 1 Airline 1 American option 1 Customer-product interaction 1 Deep learning 1 Dynamic programming 1 Dynamische Optimierung 1 Expected price 1 Fair price 1 Fluggesellschaft 1 Greece 1 Griechenland 1 Least Squares Monte Carlo method 1 Luftverkehr 1 Lévy processes 1 Mathematical programming 1 Mathematische Optimierung 1 Matrix -factorization 1 Minimal Partial 1 Monte Carlo simulation 1
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Online availability
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Undetermined 5 Free 3
Type of publication
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Article 6 Book / Working Paper 3 Other 1
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 research-article 1
Language
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English 7 Undetermined 3
Author
All
Campbell, Danny 2 Doherty, Edel 2 Hynes, Stephen 2 Ballotta, Laura 1 Chan, Jiun Hong 1 Chen, Nan 1 Chen, Shiuann-Shuoh 1 Choubey, Bhaskar 1 Danes, Jeffrey E. 1 Ferguson, Mark 1 Garrow, Laurie A. 1 Gerrard, Russell 1 Joshi, Mark 1 Kyriakou, Ioannis 1 Letourneau, Pascal 1 Lindsey‐Mullikin, Joan 1 Liu, Yanchu 1 Nicolae, Mariana L. 1 Rensburg, Tom M. van 1 Rozario, Robert de 1 Singh, Vinay 1 Stentoft, Lars 1 van Rensburg, Tom M. 1
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Institution
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Agricultural Economics Society - AES 1 Department of Economics, Faculty of Business and Economics 1 EconWPA 1
Published in...
All
84th Annual Conference, March 29-31, 2010, Edinburgh, Scotland 1 Department of Economics - Working Papers Series 1 Journal of Product & Brand Management 1 Journal of retailing and consumer services 1 Operations research 1 Production and operations management : an international journal of the Production and Operations Management Society 1 Quantitative finance 1 Risk and Insurance 1 The European journal of finance 1
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Source
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ECONIS (ZBW) 5 RePEc 3 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 10
Cover Image
Simulated Greeks for American options
Letourneau, Pascal; Stentoft, Lars - In: Quantitative finance 23 (2023) 4, pp. 653-676
Persistent link: https://www.econbiz.de/10014304303
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A neural network based price sensitive recommender model to predict customer choices based on price effect
Chen, Shiuann-Shuoh; Choubey, Bhaskar; Singh, Vinay - In: Journal of retailing and consumer services 61 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012581911
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Optimal Limit Methods for Computing Sensitivities of
Chan, Jiun Hong; Joshi, Mark - Department of Economics, Faculty of Business and Economics - 2012
We introduce a new approach to computing sensitivities of discontinuous integrals.The methodology is generic in that it only requires knowledge of the simulation scheme and the location of the integrand's singularities. The methodology is proven to be optimal in terms of minimizing the variance...
Persistent link: https://www.econbiz.de/10010903385
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Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura; Gerrard, Russell; Kyriakou, Ioannis - In: The European journal of finance 23 (2017) 4/6, pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
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Measuring the benefit of offering auxiliary services : do bag-checkers differ in their sensitivities to airline itinerary attributes?
Nicolae, Mariana L.; Ferguson, Mark; Garrow, Laurie A. - In: Production and operations management : an international … 25 (2016) 10, pp. 1689-1708
Persistent link: https://www.econbiz.de/10011602914
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Combining discrete and continuous mixing approaches to accommodate heterogeneity in price sensitivities in environmental choice analysis
Campbell, Danny; Doherty, Edel; Hynes, Stephen; van … - 2010
distributions) to uncoverthe unobserved heterogeneity in price sensitivities. Results from the analysishighlight that model fit and …
Persistent link: https://www.econbiz.de/10009446313
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Combining discrete and continuous mixing approaches to accommodate heterogeneity in price sensitivities in environmental choice analysis
Campbell, Danny; Doherty, Edel; Hynes, Stephen; … - Agricultural Economics Society - AES - 2010
of distributions) to uncover the unobserved heterogeneity in price sensitivities. Results from the analysis highlight …
Persistent link: https://www.econbiz.de/10008509165
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American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan; Liu, Yanchu - In: Operations research 62 (2014) 3, pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
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Expected product price as a function of factors of price sensitivity
Danes, Jeffrey E.; Lindsey‐Mullikin, Joan - In: Journal of Product & Brand Management 21 (2012) 4, pp. 293-300
Purpose – This paper presents a model relating Nagle and Holden's factors of price sensitivity to expected price and willingness to pay. This work presents various perspectives on price elasticity/sensitivity, empirically tests aspects of the influence of perception of the offer...
Persistent link: https://www.econbiz.de/10014896310
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On Higher Derivatives of Expectations
Rozario, Robert de - EconWPA - 2003
It is understood that derivatives of an expectation $E [\phi(S(T)) | S(0) = x]$ with respect to $x$ can be expressed as $E [\phi(S(T)) \pi | S(0) = x]$, where $S(T)$ is a stochastic variable at time $T$ and $\pi$ is a stochastic weighting function (weight) independent of the form of $\phi$....
Persistent link: https://www.econbiz.de/10005126099
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