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efficient pricing

Towards Fair and Efficient Pricing in Transport Policy. Policy Options for Internalising the External Cost of Transport in the European Union. Green Paper. COM (95) 691 final, 20 December 1995

Towards Fair and Efficient Pricing in Transport Policy. Policy Options for Internalising the External Cost of Transport in the European Union. Green Paper. COM (95) 691 final, 20 December 1995

... and efficient pricing is likely to significantly strengthen the competitiveness of European ...benefits. Efficient production planning and inventory management is crucial for modern economies and ...

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Efficient Pricing of European Style Options under Heston’s Stochastic Volatility Model

Efficient Pricing of European Style Options under Heston’s Stochastic Volatility Model

... Efficient pricing of European-style options under Hes- ton’s dynamics is important from a practical standpoint, since many single-name and index equity options listed on organized exchanges are ...of ...

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Efficient pricing principles for shared services

Efficient pricing principles for shared services

... A highly mature shared services organisation that has also been able to expand to service delivery for external clients would have in place highly technical costing and billing systems to allow for market based ...

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Efficient pricing of barrier options with the variance gamma model

Efficient pricing of barrier options with the variance gamma model

... Part (b) states an attractive property of unbiased- ness for the case of continuous-time monitoring; this was precisely the goal of the correction procedure of Ribeiro and Webber (2003), which, however, does not guar- ...

5

Price caps and Efficient Pricing for the Electricity Italian Market

Price caps and Efficient Pricing for the Electricity Italian Market

... Reorganization of the electricity sector has been taking place in the last decade in several european countries. The main issue raised by this deregu- lation is the establishment of spot-markets which allow for efficient ...

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Efficient pricing of ratchet equity-indexed annuities in a variance-gamma economy

Efficient pricing of ratchet equity-indexed annuities in a variance-gamma economy

... The pricing of arithmetic Asian options requires the implementation of numerical schemes due to the fact that the distribution of the arithmetic average of stock prices is in general not ...for pricing ...

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TOWARDS FAIR AND EFFICIENT PRICING IN TRANSPORT

TOWARDS FAIR AND EFFICIENT PRICING IN TRANSPORT

... It is intuitively clear that the level of government responsible for the area affected by a certain problem is often likely to be best suited to deal with it. In a similar vein, the Community is likely to be the most ...

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Medigap Insurance - A Review of This Efficient Pricing Model

Medigap Insurance - A Review of This Efficient Pricing Model

... Hedonic pricing models were estimated using Medigap premium data, and policy and geographic area ...hedonic pricing equations can explain a large portion of the premium variation; between 87 and 91 ...

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ELECTRICITY MARKET RESTRUCTURING: MARKETS, MARKET DESIGN, AND RTOs

ELECTRICITY MARKET RESTRUCTURING: MARKETS, MARKET DESIGN, AND RTOs

... Minimize the role of the ISO: In an attempt to have a small footprint for the ISO, there is a common argument that the ISO functions should be restricted to reliability and separated from the operation of the spot ...

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Regression methods in pricing American and Bermudan options using consumption processes

Regression methods in pricing American and Bermudan options using consumption processes

... for efficient pricing multidimensional discrete- time American and Bermudan options by using regression based algo- rithms together with a new approach towards constructing upper bounds for the price of the ...

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Double Marginalization in Performance-Based Advertising: Implications and Solutions

Double Marginalization in Performance-Based Advertising: Implications and Solutions

... I discuss how today’s auction-based search advertising mechanisms can be enhanced to restore efficient pricing. I propose two broad sets of ideas. The first idea requires the advertiser to disclose to the ...

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Pay-at-the-Pump Auto Insurance

Pay-at-the-Pump Auto Insurance

... Key Words: converting fixed to variable cost; efficient pricing of auto insurance; environmental benefit of Pay-at-the-Pump; exposure risk; insurance cost; insurance externalities; manda[r] ...

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Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors

Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors

... The models we consider depart from the assumptions of the log-linear model examined in Hansen and Singleton (1983) by replacing the assumption that the agents' decision interval coincide[r] ...

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Higher-moment stochastic discount factor specifications and the cross-section of asset returns

Higher-moment stochastic discount factor specifications and the cross-section of asset returns

... competing pricing kernels using a modified version of Hansen-Jagannathan distance (Hansen & Jagannathan, 1997), which not only accounts for conditional information but also allows for transaction ...competing ...

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Canonical Representation Of Option Prices and Greeks with Implications for Market Timing

Canonical Representation Of Option Prices and Greeks with Implications for Market Timing

... According to that proposition, the interpolated field F ( α ) is generated by poly- nomial powers of an algebraic number. In other words, Kassouf (1969) power law is an admissible option pricing model if it is ...

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Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets

Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets

... explicit pricing formulas for payoffs involving n risky ...the efficient hedging of payoffs on two risky assets by calculating formulas for optimal prices and maximal expected losses resulting from ...

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Spare Parts Pricing Optimization

Spare Parts Pricing Optimization

... based pricing is offered by companies that want to adjust their pricing vis-à-vis the competition irrespective of the perceived value of the spare ...of pricing will be applicable for standard spare ...

11

Attaining fairness in construction cost consultancy pricing services: A case study in Ghana

Attaining fairness in construction cost consultancy pricing services: A case study in Ghana

... Price fairness is important amongst construction and engineering consultants as a perceived lack of it engenders unwillingness to pay amongst clients. This can create contractual disputes that negatively impact upon a ...

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Supplemental Appendices: Pricing and Quality Provision in a Supply Relationship: A Model of Efficient Relational Contracts

Supplemental Appendices: Pricing and Quality Provision in a Supply Relationship: A Model of Efficient Relational Contracts

... optimal payment at any other single state or pair of states, while using order splitting to generate optimal payments at the remaining states, require more frequent order splitting than the proposed contract. Such a ...

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Business applications:

Business applications:

... • Per-unit pricing model is more flexible than the tiered pricing, as it Per unit pricing model is more flexible than the tiered pricing, as it allows the users to customize the main me[r] ...

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