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Pricing Innovation: State of the Art and Automotive Applications
Chanaron, Jean-Jacques - HAL - 2008
The paper aims at elaborating on pricing and business models for forthcoming innovative ITS devices, limiting its scope … in particular to in-vehicle driving assistance systems and suggesting the various possible innovation and pricing … made by the fields of managerial economics and management sciences to the study of pricing strategies and practices and, in …
Persistent link: https://www.econbiz.de/10010549137
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Equilibrium Pricing in Incomplete Markets
Bizid, Abdelhamid; Jouini, Elyès - HAL - 2005
. Our approach leads to an interval of admissible prices much better than the arbitrage pricing interval. …
Persistent link: https://www.econbiz.de/10010750418
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Mark-up and Capital Structure of the Firm facing Uncertainty
Chatelain, Jean-Bernard - HAL - 2001
This note shows that, with pre-set price and capital decisions of firms facing uncertainty and financial market imperfections, price, mark up and the expected degree of capacity utilization (resp. capital) decreases (resp. increases) with the firm internal net worth.
Persistent link: https://www.econbiz.de/10010750432
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Pricing of Non-redundant Derivatives in a Complete Market
Jouini, Elyès; Pierre-François, Koehl; Bizid, Abdelhamid - HAL - 1998
We consider a complete financial market with primitive assets and derivatives on these primitive assets. Nevertheless, the derivative assets are non-redundant in the market, in the sense that the market is complete, only with their existence. In such a framawork, we derive an equilibrium...
Persistent link: https://www.econbiz.de/10010750485
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Option Pricing under GARCH models with Generalized Hyperbolic innovations (I) : Methodology
Chorro, Christophe; Guegan, Dominique; Ielpo, Florian - HAL - 2008
In this paper, we present an alternative to the Black Scholes model for a discrete time economy using GARCH-type models for the underlying asset returns with Generalized Hyperbolic (GH) innovations that are potentially skewed and leptokurtic. Assuming that the stochastic discount factor is an...
Persistent link: https://www.econbiz.de/10010750905
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Is Energy Storage an Economic Opportunity for the Eco-Neighborhood?
Cadre, Hélène Le; Mercier, David - HAL - 2012
various pricing mechanisms: flat rate, peak and off-peak hour, blue/white/red day, peak day clearing and a dynamic update of … depends deeply on the implemented pricing mechanism and on the homogeneity in the houses' characteristics. Furthermore, when …
Persistent link: https://www.econbiz.de/10010593616
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Les médicaments orphelins : rétrospective et perspectives du marché européen Orphan drugs : retrospective and prospective analysis of the european market
Fauvelle, Khristina - HAL - 2012
model, monopoly, pricing, size / cover / limits of the market) ? …
Persistent link: https://www.econbiz.de/10010630686
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Window double barrier options
Guillaume, Tristan - HAL - 2003
implementation. Numerical results show that they compare very favourably with alternative pricing approaches in terms of accuracy and …
Persistent link: https://www.econbiz.de/10010820456
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Impact on retail prices of non-neutral wholesale prices for content providers
D'ACQUISTO, Giuseppe; Maillé, Patrick; Naldi, Maurizio; … - HAL - 2012
The impact of wholesale prices is examined in a context where the end customer access both free content and payper-use content, delivered by two different providers through a common network provider. We formulate and solve the game between the network provider and the pay-per-use content...
Persistent link: https://www.econbiz.de/10010820880
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Analytical valuation of options on joint minima and maxima
Guillaume, Tristan - HAL - 2002
In this paper, we show how to obtain explicit formulae for a variety of popular path-dependent contracts with complex …
Persistent link: https://www.econbiz.de/10010820910