Results: By maximizing the tight profit lower bound, we obtain the optimal robust price in closed form as well as its distribution-free, worst-case performance bound. We then extend the single-product result to study the robust pure bundle pricing problem where the seller only knows the mean ...
pricingrobust optimizationWe study a monopoly's robust pricing problem in which the seller does not know the customers' valuation distribution but knows its mean and variance. Such minimdoi:10.2139/ssrn.3090002Chen, HongqiaoHu, MingPerakis, Georgia...
Market liquidity and linear factor pricing models: Empirical assessment and new distribution-free tests. An important problem of modern financial economics is understanding and quantifying the trade-off between risk and expected return. Although we anticipate the riskier assets to yield higher returns, ...
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Pricing and the News Vendor Problem: a Review with Extensions In the newsvendor problem, a decision maker facing random demand for a perishable product decides how much of it to stock for a single selling period. This... Nicholas C. Petruzzi and Maqbool Dada - 《Operations Research》 被引量...
A Discrete/ Continuous Choice Approach to Residential Water Demand under Block Rate Pricing: Comment. A non-nested model selection test bears out the fortuitusness of the assumptions. Still, there may be instances where the additive normal error ... Waldman,M Donald - 《Land Economics》 被引...
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Distribution installation on Windows, MacOS, or Linux *Use of Anaconda’s Offerings at an organization of more than 200 employees requires a Business or Enterprise license.See Pricing Provide email to download Distribution Email Address: Agree to receive communication from Anaconda regarding relevant con...
The gamma class of distributions encompasses several important distributions either as special or limiting cases, or through simple transformations. Here we derived closed form and preference free European option pricing formulae for a variety of (transformed) gamma distributions under the general ...
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