搜索结果: 1-13 共查到“知识库 商业经济学 prices”相关记录13条 . 查询时间(0.05 秒)
House Prices and Birth Rates: The Impact of the Real Estate Market on the Decision to Have a Baby
House Prices Birth Rates
2015/9/21
This project investigates how changes in Metropolitan Statistical Area (MSA)-level housing prices affect household fertility decisions. Recognizing that housing is a major cost associated with child r...
Bid,Ask and Transactions Prices in a Specialist Market with Insider Trading
Bid Ask Transactions Prices Specialist Market Insider Trading
2015/7/21
Bid,Ask and Transactions Prices in a Specialist Market with Insider Trading.
Ascending Prices and Package Bidding:Further Experimental Analysis
Package auctions SAA auctions CCA auctions threshold problem
2015/7/21
We explore the performance of multi-round, price-guided combinatorial auctions for a previously untested class of auction profiles; one with synergies resulting from shared fixed costs. These newprof...
Ascending Prices and Package Bidding:A Theoretical and Experimental Analysis
Ascending Prices Package Bidding Theoretical Experimental Analysis
2015/7/21
We use theory and experiment to explore the performance of multi-round, price-guided, combinatorial auctions. We define efficiency-relevant and core-relevant packages and show that if bidders bid aggr...
Relative Prices and Relative Prosperity
Investment interest rate income investment consumption the tax rate
2015/7/20
The positive correlation between real investment rates and real income levels across countries is driven largely by differences in the price of investment relative to output. The high relative price o...
The focus of this study is to identify the determinants of share prices in the Indian market.
On the Existence of Bertrand-Nash Equilibrium Prices Under Logit Demand
Bertrand-Nash Equilibrium Prices Logit Demand
2011/1/4
This article presents a proof of the existence of Bertrand-Nash equilibrium prices with multi-product firms and under the Logit model of demand that does not rely on restrictive assumptions on product...
Volatilities That Change with Time: The Temporal Behavior of the Distribution of Stock-Market Prices
spectral analysis noise reduction Rademacher distribution
2010/10/21
While the use of volatilities is pervasive throughout finance, our ability to determine the instantaneous volatility of stocks is nascent. Here, we present a method for measuring the temporal behavior...
Approximations and asymptotics of upper hedging prices in multinomial models
Black-Scholes-Barenblatt equation contingent claim Cox-Ross-Rubinstein
2010/10/21
We give an exposition and numerical studies of upper hedging prices in multinomial models from the viewpoint of linear programming and the game-theoretic probability of Shafer and Vovk. We also show t...
Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models
Spectral Decomposition Option Prices Fast Mean-Reverting Stochastic Volatility Models
2010/10/21
Using spectral decomposition techniques and singular perturbation theory, we develop a systematic method to approximate the prices of a variety of options in a fast mean-reverting stochastic volatilit...
Small-Time Asymptotics of Option Prices and First Absolute Moments
option price absolute moment small-time asymptotics approximation
2010/10/20
We study the leading term in the small-time asymptotics of at-the-money call option prices when the stock price process $S$ follows a general martingale. This is equivalent to studying the first cent...
Gone Fishin': Seasonality in Trading Activity and Asset Prices
Gone Fishin' Seasonality in Trading Activity Asset Prices
2014/3/18
We use seasonality in stock trading activity associated with summer vacation as a source of exogenous variation to study the relationship between trading volume and expected return. Using data from 51...
We combine general equilibrium theory and theorie generale of stochastic processes to derive structural results about equilibrium state prices.