CRAN/E | AssetPricing

AssetPricing

Optimal Pricing of Assets with Fixed Expiry Date

Installation

About

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.

Citation AssetPricing citation info
www.stat.auckland.ac.nz/~rolf/

Key Metrics

Version 1.0-3
R ≥ 0.99
Published 2021-10-07 925 days ago
Needs compilation? no
License GPL-2
License GPL-3
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Maintainer

Maintainer

Rolf Turner

r.turner@auckland.ac.nz

Authors

Rolf Turner

Material

ChangeLog
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

AssetPricing archive

Depends

R ≥ 0.99

Imports

polynom
deSolve