Showing 1 - 10 of 56
developments in discrete time asset pricing methods based on the notions of stochastic discount factor and of compound …
Persistent link: https://www.econbiz.de/10010861561
. Our approach leads to an interval of admissible prices much better than the arbitrage pricing interval. …
Persistent link: https://www.econbiz.de/10010905222
This note analyzes some properties of optional two-part pricing in a two-type economy. First, the optimal contracts …
Persistent link: https://www.econbiz.de/10010706816
Cet article dresse un panorama des connaissances sur le rôle du prix dans le processus d'achat du consommateur, sur la manière dont le consommateur traite l'information sur le prix ainsi que sur ses réactions face aux tarifs.
Persistent link: https://www.econbiz.de/10010706839
Persistent link: https://www.econbiz.de/10010707193
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 framework, we derive an equilibrium...
Persistent link: https://www.econbiz.de/10010709003
Persistent link: https://www.econbiz.de/10010709011
every x ∈ Q. The customers know the pricing pattern p and may shop at any place y, paying the cost p(y) and additionally a … mathematical framework and we obtain an existence result for a pricing strategy which maximizes the total profit of the agent. We …
Persistent link: https://www.econbiz.de/10011074428
Persistent link: https://www.econbiz.de/10010861427
sometimes aroused and if reflections on the problem of evaluation progressed during the last quarter of the nineteenth century …
Persistent link: https://www.econbiz.de/10010905118