Showing 1 - 10 of 3,876
Persistent link: https://www.econbiz.de/10005281465
This paper deals with the estimation of continuous time stochastic volatility models of option pricing. We argue that …
Persistent link: https://www.econbiz.de/10005671534
This two-part working paper series represents a distillation of practical approaches with regard to the successful management of so-called “legacy assets” which include both impaired as well as non-performing loans, particularly in those in the real estate and property sectors. This two-part...
Persistent link: https://www.econbiz.de/10011265335
the measures' effectiveness and efficiency cannot yet be met. In this case, policy evaluation has to be judged as an …
Persistent link: https://www.econbiz.de/10008695037
In der vorliegenden Arbeit wird eine semi-parametrischer Matching-Ansatz (Propensity Score Matching) verwendet, um den Effekt von Agrarumweltprogrammen, der Aus-gleichszulage für benachteiligte Gebiete sowie der Ausgleichszahlung für Gebiete mit umweltspezifischen Einschränkungen auf den...
Persistent link: https://www.econbiz.de/10008533375
Although the use of $9 price endings is widespread amongst US retailers there is little evidence of their effectiveness. In this paper, we present a series of three field-studies in which price endings were experimentally manipulated. The data yield two conclusions. First, use of a $9 price...
Persistent link: https://www.econbiz.de/10010988419
We develop a model of household demand for frequently purchased consumer goods that are branded, storable and subject to stochastic price fluctuations. Our framework accounts for how inventories and expectations of future prices affect current period purchase decisions. We estimate our model...
Persistent link: https://www.econbiz.de/10010988424
related to long-term pricing trends by commodity in the deregulated era. Moreover, U.S. shipper groups have called for … increased regulation of U.S. railroads, citing increased rates and profits, and monopoly pricing to “captive shippers.” This … into the impacts of regulatory reform in other countries, where there are similar concerns of equitable pricing and …
Persistent link: https://www.econbiz.de/10010989486
-maker’s goals; a first-best pricing strategy that incorporates marginal social costs is the most effective emission reduction … strategy must be weighed against difficulties of establishing efficient pricing, a costly implementation, and substantial … negative impacts to non-highway facilities. Decision makers must select a mixture of pricing and land use strategies to achieve …
Persistent link: https://www.econbiz.de/10010989492
discovered in Henry-Labordére (Analysis, geometry, and modeling in finance: advanced methods in option pricing. Chapman & Hall … closed form in terms of hypergeometric functions. Thus obtained new models could be useful for pricing volatility derivatives …
Persistent link: https://www.econbiz.de/10010989553