• No results found

The payo¤ function and pricing considerations

The Payo to Being Central: Core and Periphery in Networks

The Payo to Being Central: Core and Periphery in Networks

... large number of pure strategy Nash equilibria, but a unique strict Nash equilibrium architecture, the center-sponsored star. In this equilibrium, the center obtains a low payo¤, in contrast with the evidence on ...

46

Practical Considerations in Variable Annuity Pricing

Practical Considerations in Variable Annuity Pricing

... First, the VA pricing results are sensitive to dynamic policyholder behavior assumptions. The option nature of the GLB in VA offers policyholders opportunities to exercise against the company. Thus, the ...

24

ACCURACY AND RELIABILITY CONSIDERATIONS OF OPTION PRICING ALGORITHMS

ACCURACY AND RELIABILITY CONSIDERATIONS OF OPTION PRICING ALGORITHMS

... Black–Scholes pricing model is a continuous model where the con- tinuous lognormal diffusion process is assumed for the asset price move- ...binomial pricing model, in which the asset price is allowed to ...

30

Pricing and capital requirements for with profit contracts: modelling considerations

Pricing and capital requirements for with profit contracts: modelling considerations

... the evidence presented in section 5 suggests that the inclusion of jumps in such a model would affect significantly the market value of the contract and therefore the corresponding capital requirements. Further, the ...

28

Equity and efficiency considerations in electricity pricing: the case of Egypt

Equity and efficiency considerations in electricity pricing: the case of Egypt

... a) indirect controlled price subsidies represent the difference between the cost of domestic production of goods and services and their corresponding fixed sale pr[r] ...

413

Efficiency and equity considerations in pricing and allocating irrigation water

Efficiency and equity considerations in pricing and allocating irrigation water

... we find that neither the volumetric, nor the per area, output or input pricing methods have any effect on income inequality: the descriptive inequality measures C,[r] ...

48

ValueD 7 Considerations for Determining Data Value and Pricing

ValueD 7 Considerations for Determining Data Value and Pricing

... The pact, or contract terms of how the seller and buyer negotiate on their part to agree on the price points, is the next typical consideration for data pricing. From the seller perspective, it is important to ...

8

Important Considerations in the Pricing of Intercompany Loans and Financial Guarantees

Important Considerations in the Pricing of Intercompany Loans and Financial Guarantees

... Intercompany Transfer Price Insights Over the past several years, taxing authorities have devoted increasing attention to intercompany loans and financial guarantees in terms of their tax treatment and pricing ...

8

Dynamic traffic congestion pricing mechanism with user-centric considerations

Dynamic traffic congestion pricing mechanism with user-centric considerations

... Over the last five decades, Wardrop's principles have inspired many transportation specialists to formulate and solve mathematical models to obtain the UE and SO flows [r] ...

95

Pricing considerations of credit default swaps and credit spread options.

Pricing considerations of credit default swaps and credit spread options.

... In the early 1990s, a new innovation in credit risk man­ agement appeared on the scene: credit derivatives. Credit derivatives are bilateral financial contracts that isolate spe­ cific aspects of credit risk from an ...

24

The SSNIP Test and Zero-Pricing Strategies: Considerations for Online Platforms

The SSNIP Test and Zero-Pricing Strategies: Considerations for Online Platforms

... The definition of the relevant market for zero- priced products or services provided by online plat- forms in future cases will inevitably constitute anal- ogous situations where the data needed for quantita- tive tests ...

14

Service Broker Function in IMS Architecture - Issues and Considerations

Service Broker Function in IMS Architecture - Issues and Considerations

... Brokering function as currently being studied by the 3GPP [1], is aimed to manage service capabilities interaction between any type of IMS application ...Broker function is currently implemented in a ...

8

Statistical Considerations in Magnetic Resonance Imaging of Brain Function

Statistical Considerations in Magnetic Resonance Imaging of Brain Function

... Estimation If the classification were known we would use a robust method that fits a long-tailed distribution for  ij , unconstrained terms α j for each class, and a ‘smooth’ function s. We cope with unknown ...

39

Characteristic function pricing with the Heston-LIBOR hybrid model

Characteristic function pricing with the Heston-LIBOR hybrid model

... characteristic function, while ensuring that the instantaneous covariance ma- trix is still ...approximation function method. However, because this function tends to 0 over time, it reduces the ...

57

Evolution of the Internal Audit Function in the Management of Transfer Pricing

Evolution of the Internal Audit Function in the Management of Transfer Pricing

... audit function would merely be the instrument used by the holding company to check whether the objectives set for each subsidiary are met or ...audit function exists. In relation to the transfer ...

9

A cost function for the natural gas transmission industry: further considerations

A cost function for the natural gas transmission industry: further considerations

... production function of microeconomic theory can be rewritten with engineering variables (Chenery, ...cost function of an industry whose total production function consists of several processes which ...

30

Seed orchards - genetic considerations on function, management and seed procurement

Seed orchards - genetic considerations on function, management and seed procurement

... The major factors for the genetic quality of seed orchard crops are gain and diversity (Stoehr, Webber & Woods, 2004). Thinning by linear deployment has the feature that it is optimal in the sense that no other ...

49

M&A Tax Considerations for Buyers and Sellers When Negotiating, Structuring, and Pricing Deals

M&A Tax Considerations for Buyers and Sellers When Negotiating, Structuring, and Pricing Deals

... • Conversion of a Foreign Seller into a disregarded entity for the purposes of an asset sale produces different results under the TCJA. – Gain from the sale of CFC stock is generally s[r] ...

59

Pricing Asian Option Based on Characteristic Function and Numerical Calculation

Pricing Asian Option Based on Characteristic Function and Numerical Calculation

... Then, this paper gets the formal expression of the Asian option’s price based on the characteristic function method and equivalent martingale transform.. After this, this pap[r] ...

17

Left Ventricular Diastolic Function in Hypertension: Methodological Considerations and Clinical Implications

Left Ventricular Diastolic Function in Hypertension: Methodological Considerations and Clinical Implications

... systolic function [83, ...myocardial function and pulse pressure influence each ...and function have been un- derstudied until recent ...and function, postmenopausal women display increased ...

8

Show all 10000 documents...

Related subjects