AssetPricing: Optimal pricing of assets with fixed expiry date.

Calculates the optimal price of assets (such as airline flight seats, hotel room bookings) whose value becomes zero after a fixed ``expiry date''. Assumes potential customers arrive (possibly in groups) according to a known inhomogeneous Poisson process. Also assumes a known time-varying elasticity of demand (price sensitivity) function. Uses elementary techniques based on ordinary differential equations. Uses the package deSolve to effect the solution of these differential equations.

AuthorRolf Turner <r.turner@auckland.ac.nz>
Date of publication2014-06-13 06:17:11
MaintainerRolf Turner <r.turner@auckland.ac.nz>
LicenseGPL (>= 2)
Version1.0-0
http://www.stat.auckland.ac.nz/~rolf/

View on CRAN

Files in this package

AssetPricing
AssetPricing/inst
AssetPricing/inst/plot.flap.R.old
AssetPricing/inst/CITATION
AssetPricing/inst/coa
AssetPricing/inst/optimNote.tex
AssetPricing/NAMESPACE
AssetPricing/Changelog
AssetPricing/R
AssetPricing/R/plot.stepfun.R AssetPricing/R/plot.AssetPricing.R AssetPricing/R/turnPts.R AssetPricing/R/qj2i.R AssetPricing/R/newt.R AssetPricing/R/getPossPrices.R AssetPricing/R/xsolve.cont.R AssetPricing/R/i2qj.R AssetPricing/R/First.R AssetPricing/R/declareGlobals.R AssetPricing/R/scrF.R AssetPricing/R/vupdate.R AssetPricing/R/scrG.R AssetPricing/R/buildS.R AssetPricing/R/progRep.R AssetPricing/R/putAway.R AssetPricing/R/xsolve.pwl.R AssetPricing/R/plot.flap.R AssetPricing/R/xsolve.disc.R AssetPricing/R/vsolve.R AssetPricing/R/a2sf.R AssetPricing/R/getS.R AssetPricing/R/initx.R
AssetPricing/R/RCS
AssetPricing/R/RCS/initx.R,v
AssetPricing/R/RCS/getS.R,v
AssetPricing/R/RCS/a2sf.R,v
AssetPricing/R/RCS/turnPts.R,v
AssetPricing/R/RCS/xsolve.pwl.R,v
AssetPricing/R/RCS/xsolve.R,v
AssetPricing/R/RCS/Pfun.R,v
AssetPricing/R/RCS/First.R,v
AssetPricing/R/RCS/rwmax.R,v
AssetPricing/R/RCS/getPossPrices.R,v
AssetPricing/R/RCS/plot.flap.R,v
AssetPricing/R/RCS/declareGlobals.R,v
AssetPricing/R/RCS/vsolve.R,v
AssetPricing/R/RCS/progRep.R,v
AssetPricing/R/RCS/plot.AssetPricing.R,v
AssetPricing/R/RCS/pander.R,v
AssetPricing/R/RCS/qj2i.R,v
AssetPricing/R/RCS/ror.R,v
AssetPricing/R/RCS/xsolve.disc.R,v
AssetPricing/R/RCS/xsolve.cont.R,v
AssetPricing/R/RCS/findSolType.R,v
AssetPricing/R/RCS/plot.funlist.R,v
AssetPricing/R/RCS/i2qj.R,v
AssetPricing/R/RCS/scrF.R,v
AssetPricing/R/RCS/scrG.R,v
AssetPricing/R/RCS/putAway.R,v
AssetPricing/R/RCS/cev.R,v
AssetPricing/R/RCS/plot.stepfun.R,v
AssetPricing/R/RCS/buildS.R,v
AssetPricing/R/RCS/vupdate.R,v
AssetPricing/R/RCS/newt.R,v
AssetPricing/R/cev.R AssetPricing/R/xsolve.R AssetPricing/R/findSolType.R
AssetPricing/MD5
AssetPricing/DESCRIPTION
AssetPricing/man
AssetPricing/man/xsolve.Rd AssetPricing/man/plot.AssetPricing.Rd AssetPricing/man/vsolve.Rd AssetPricing/man/AssetPricing-internal.Rd AssetPricing/man/buildS.Rd

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