搜索结果: 1-15 共查到“应用经济学 models”相关记录57条 . 查询时间(0.234 秒)
This paper outlines the methods and applications related to the
nascent area of empirical discrete games in marketing. Many key strategic
decisions firms make involve discrete choices such as ...
Empirical Models of Imperfect Competition: A Discussion
Auction entry price competition estimation
2015/7/17
The field of Industrial Organization (IO) studies the behavior of firms and the interaction among
them. In the last 25 years, IO studies have increasingly focused on single industries, us...
From Strategy to Business Models and to Tactics
Business Model Decision Choices and Conditions Framework Competitive Strategy Competitive Advantage Value Creation
2015/4/22
The notion of business model has been used by strategy scholars to refer to "the logic of the firm, the way it operates and how it creates value for its stakeholders." On the surface, this notion appe...
In an unexpected mashup of financial and mechanical engineering, researchers have discovered that the same modeling used to forecast fluctuations in the stock market can be used to predict aspects of ...
Explanatory Models of Change of Consumer Behavior Applied to Social Marketing
Social Marketing Sustainable Consumer Behavior Fair Trade
2013/2/23
This work describes consumer behavior models that present sustainable empirical evidence on consumer behavior with social marketing applications given in the state of art. For this research, the most ...
Point process bridges and weak convergence of insider trading models
point process bridge Glosten-Milgrom model Kyle model insider trading equilibrium weak convergence
2012/6/5
We construct explicitly a bridge process whose distribution, in its own filtration, is the same as the difference of two independent Poisson processes with the same intensity and its time 1 value sati...
New solvable stochastic volatility models for pricing volatility derivatives
New solvable stochastic volatility models pricing volatility derivatives Pricing of Securities
2012/6/5
Classical solvable stochastic volatility models (SVM) use a CEV process for instantaneous variance where the CEV parameter $\gamma$ takes just few values: 0 - the Ornstein-Uhlenbeck process, 1/2 - the...
Exponential Levy models with stochastic volatility and stochastic jump-intensity
spectral theory normal operator Levy process stochastic volatility stochastic jump-intensity
2012/6/4
We consider the problem of valuing a European option written on an asset whose dynamics are described by an exponential L\'evy-type model. Both the volatility and jump-intensity of the L\'evy process ...
On absolutely continuous compensators and nonlinear filtering equations in default risk models
Azema supermartingale default indicator absolutely continuous compensators pricing of default risk nonlinear filtering
2012/6/5
We discuss the pricing of defaultable assets in an incomplete information model where the default time is given by a first hitting time of an unobservable process. We show that in a fairly general Mar...
Time-Changed Ornstein-Uhlenbeck Processes And Their Applications In Commodity Derivative Models
Time-Changed Ornstein-Uhlenbeck Processes Commodity Derivative Models Pricing of Securities
2012/4/28
This paper studies subordinate Ornstein-Uhlenbeck (OU) processes, i.e., OU diffusions time changed by L\'{e}vy subordinators. We construct their sample path decomposition, show that they possess mean-...
Local Volatility Pricing Models for Long-dated FX Derivatives
Local volatility Stochastic volatility Foreign Exchange Stochastic interest rates Calibration
2012/4/28
We study the local volatility function in the Foreign Exchange market where both domestic and foreign interest rates are stochastic. This model is suitable to price long-dated FX derivatives. We deriv...
Business Models at Work in the Mobile Service Sector
Business Model Open Innovation Mobile Service Mobile Application iPhone Resources
2013/2/23
This paper aims to enhance the knowledge of business models in the mobile service sector by exploring their key mechanisms and underlying components. By combining the business model literature with em...
Models of the realistic reporting of subsidies in the farm accounting
farm operating subsidies investment subsidies economic growth accounting practices financial statements balance sheet income statement yield model capital model earnings after taxation earnings before interest and taxes income tax
2014/2/24
The paper deals with subsidies in the agriculture and their sources from the perspective of their recipients. The review of literature points out the significance of subsidies for the economics of agr...
Network Economies for the Internet-Application Models
Internet Economics Distributed Systems Mechanism Design Optimization Network Economy
2013/2/23
We propose a decentralized model of network and server economies, where we show efficient QoS (Quality of Service) provisioning and Pareto allocation of resources (network and server resources) among ...
Conditional Density Models for Asset Pricing
option pricing implied volatility Breeden-Litzenberger equation
2010/10/22
We model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the...