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A ridesplitting market equilibrium model with utility-based compensation pricing
The paper develops a theoretic equilibrium model for ridesplitting markets with specific considerations of origin-destination demand patterns,...
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Airbnb Dynamic Pricing Using Machine Learning
Airbnb is a leading home and apartment-sharing company which have large number of listings. However, how to set an optimal price is a big challenge....
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The Role of Housing Mortgage Leverage in Stock Asset Pricing: Evidence from the Chinese A-share Market
This study detects the linkage between housing mortgage leverage and stock asset pricing in China’s A-share stock market. We deduce relevant asset...
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A novel stochastic modeling framework for coal production and logistics through options pricing analysis
We propose a novel stochastic modeling framework for coal production and logistics using option pricing theory. The problem of valuing the inherent...
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An Empirical Analysis of Asset Pricing Models
This paper presents a comparative analysis of three asset pricing models, namely, the Capital Asset Pricing Model (CAPM), the Fama-French Three...
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Reinforcement Learning for E-Commerce Dynamic Pricing
With the quick development of artificial intelligence technology, it has been applied in many fields. Motivated by applications in financial...
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On the Numerical Option Pricing Methods: Fractional Black-Scholes Equations with CEV Assets
This article explores a stochastic volatility model that incorporates fractional Brownian motion (fBm) into the constant elasticity of variance (CEV)...
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Estimation of default and pricing for invoice trading (P2B) on crowdlending platforms
This study developed several machine learning models to predict defaults in the invoice-trading peer-to-business (P2B) market. Using techniques such...
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Do fluctuations in global crude oil prices have an asymmetric effect on oil product pricing in India?
This study aims to examine the existence of asymmetry and nonlinearity in the influence of global crude oil price shocks on the pricing of oil...
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Offering Method and Pricing of IPOs: An Analysis of Stock IPOs in the Netherlands, 1918–1939
Research into the benefits of underwritten issues has been conducted primarily in settings that exhibit information asymmetries between issuing...
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A Practical Monte Carlo Method for Pricing Equity-Linked Securities with Time-Dependent Volatility and Interest Rate
We develop a fast Monte Carlo simulation (MCS) for pricing equity-linked securities (ELS) with time-dependent volatility and interest rate. In this...
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Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error
In this manuscript, we proposed the stability and error analysis for the backward difference operator splitting (BDF-OS) methods to solve the linear...
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A Deep Learning Based Numerical PDE Method for Option Pricing
Proper pricing of options in the financial derivative market is crucial. For many options, it is often impossible to obtain analytical solutions to...
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Cooperative Location for Competing Firms under Delivered Pricing and Demand Linear in Price
The location-price decision problem for competing firms can be reduced to a location game if firms compete on delivered pricing. This game has often...
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An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps
When solving time fractional partial integro-differential equations (PIDEs) using standard finite difference methods, we have to invert the dense...
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How Does State-Level Carbon Pricing in the United States Affect Industrial Competitiveness?
Pricing carbon emissions from an individual jurisdiction may harm the competitiveness of local firms, causing the leakage of emissions and economic...
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Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space
The Fundamental Theorem of Asset Pricing is extended to a market model over a finite probability space with many assets that can be exchanged into...
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Achieving sustainable development goals from a water perspective: clean water pricing policy reform and consumers’ welfare in Algeria
Water pricing reform is crucial because it must increase consumers’ well-being and enhance the incentive role of tariff. This paper proposes a...
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Pricing Strategies and Partial Privatization Policy Based on Complementary Competitive Market
This study investigates pricing strategies and privatization policies by assuming an asymmetric mixed duopoly market for complementary services. In...
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Tax havens and cross-border licensing with transfer pricing regulation
Multinational enterprises (MNEs) have incentive to reduce tax payment through transfer pricing. The incentive is stronger when MNEs own intangibles,...
