Log in

Relevant bibliographies by topics / Combined method of pricing / Journal articles

To see the other types of publications on this topic, follow the link: Combined method of pricing.

Journal articles on the topic 'Combined method of pricing'

Author: Grafiati

Published: 28 May 2022

Last updated: 30 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Combined method of pricing.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

Xiao, Chang, and Jinsheng Zhou. "Pricing Mining Concessions Based on Combined Multinomial Pricing Model." Discrete Dynamics in Nature and Society 2017 (2017): 1–9. http://dx.doi.org/10.1155/2017/2196702.

Full text

Abstract:

A combined multinomial pricing model is proposed for pricing mining concession in which the annualized volatility of the price of mineral products follows a multinomial distribution. First, a combined multinomial pricing model is proposed which consists of binomial pricing models calculated according to different volatility values. Second, a method is provided to calculate the annualized volatility and the distribution. Third, the value of convenience yields is calculated based on the relationship between the futures price and the spot price. The notion of convenience yields is used to adjust

APA, Harvard, Vancouver, ISO, and other styles

2

Dreyer, Heiko, Svetlana Fedoseeva, and Roland Herrmann. "Gravity Meets Pricing to Market: What a Combined-Method Approach Tells Us on German Beer Exports and Pricing." Jahrbücher für Nationalökonomie und Statistik 237, no. 4 (2017): 295–328. http://dx.doi.org/10.1515/jbnst-2017-0106.

Full text

Abstract:

Abstract Gravity and pricing to market (PTM) models have been used to elaborate determinants of bilateral trade and export pricing for different countries and branches. Typically, only one of the two methods was chosen. We show in a stepwise approach how a combination of both methods can reveal novel results on the determinants of exports and export pricing behaviour. For the case of German beer exports, we show that structural differences exist between markets on which exporters apply either PTM or non-PTM strategies. German beer exporters apply PTM strategies, in particular local-currency st

APA, Harvard, Vancouver, ISO, and other styles

3

Mohd Noor, Norzailawati, M. Zainora Asmawi, and Alias Abdullah. "GIS and Hedonic Pricing for Green Space in Housing Area." Asian Journal of Behavioural Studies 3, no. 12 (2018): 81. http://dx.doi.org/10.21834/ajbes.v3i12.125.

Full text

Abstract:

This paper explores a framework that combines Geographic information System (GIS) with Hedonic pricing method in improving the analysis and determining the value of green spaces with housing prices in Subang Jaya, Malaysia. The previous study found that proposed combination between GIS and Hedonic pricing method for the same purpose has not been fully explored particularly in Malaysia. Findings show the proposed combined method leads to improved understanding and representation of urban dynamics and regeneration process, furthermore will encourage a sustainable setting of the environmental ame

APA, Harvard, Vancouver, ISO, and other styles

4

Cornacchione, Edgard Bruno, Luciane Reginato, Joshua Onome Imoniana, and Marcelo Souza. "Dynamic Pricing Models and Negotiating Agents: Developments in Management Accounting." Administrative Sciences 13, no. 2 (2023): 57. http://dx.doi.org/10.3390/admsci13020057.

Full text

Abstract:

Linking decision systems, negotiating agents, management accounting, and computational accounting, this paper aims at exploring dynamic pricing strategies of a synthetic business-to-consumer online operation and a comparative analysis of evolving strategy-specific pricing optimization. Five price models based on market, utility, or demand information (three single and two combined), merging online and offline data, are explored over a seven-day period and with twenty selected products. A total of 17,529 website visits and 538 agent negotiations are studied (94,607 main data points) using a Pyt

APA, Harvard, Vancouver, ISO, and other styles

5

Elbeleze, Asma Ali. "Approximate Solution for Fractional Black-Scholes European Option Pricing Equation." Al-Mukhtar Journal of Sciences 38, no. 2 (2023): 124–33. http://dx.doi.org/10.54172/mjsc.v38i2.1199.

Full text

Abstract:

The Black-Scholes equation is one of the most significant mathematical models for a financial market. In this paper, the homotopy perturbation method is combined with Mohand transform to obtain the approximate solution of the fractional Black-Scholes European option pricing equation. The fractional derivative is considered in the Caputo sense. The process of the methods which produce solutions in terms of convergent series is explained. Some examples are given to show a powerful and efficient method to find approximate analytical solutions for fractional Black-Scholes European option pricing e

APA, Harvard, Vancouver, ISO, and other styles

6

Huang, Yongcheng. "A Review of Research on Pricing Strategies and Pricing Factors of Enterprise Products." Frontiers in Business, Economics and Management 15, no. 1 (2024): 388–92. http://dx.doi.org/10.54097/a2stnk37.

Full text

Abstract:

As one of the core strategies of enterprise marketing activities, product pricing has an important impact on the market share, profit level and brand image of enterprise products. There are many factors that enterprises consider in product pricing, such as cost, customer demand, brand awareness, market penetration, market trend, market development prospects, market competition environment, policy and other factors, which are important factors affecting enterprise product pricing. This paper firstly introduces the importance of product pricing in marketing strategy, combined with the nature of

APA, Harvard, Vancouver, ISO, and other styles

7

Xu, Jiang. "Study on Pricing Method of Residential Development Project Based on Housing Mass Customization." Advanced Materials Research 328-330 (September 2011): 2386–89. http://dx.doi.org/10.4028/www.scientific.net/amr.328-330.2386.

Full text

Abstract:

As a traditional mode, Mass Production in real estate development is having changed to Housing Mass Customization. It is considered that not only production formalization and demand personalization could be combined with well by HMC mode,but also the separation degree between housing supplies and housing demand could be decreased in a great extent. The traditional pricing methods ,such as market comparison approach ,discounted cash flow and cost approximation, are not suitable for determining the price of residential development project produced by housing mass customization mode. In the paper

APA, Harvard, Vancouver, ISO, and other styles

8

Lan, Hai Yan, Hong Tao Song, Hai Bo Liu, and Guo Yin Zhang. "Heterogeneous-Oriented Resource Allocation Method in Internet of Things." Applied Mechanics and Materials 427-429 (September 2013): 2791–94. http://dx.doi.org/10.4028/www.scientific.net/amm.427-429.2791.

Full text

Abstract:

For various features of heterogeneous network access, combined with multi-master multiple slave Stackelberg game model, network pricing and resource allocation scheme of a heterogeneous IOT is proposed. A mobile end-user utility function based on income and spending is designed. After the operator's price is determined, the utility function satisfies the concave conditions to ensure the existence of mobile user's non-cooperative Nash equilibrium point, resulting in multiple resource participants in the joint optimal objective.

APA, Harvard, Vancouver, ISO, and other styles

9

Xiong, Wei, Yu Zou, and Shi Wei Su. "In Demand Side Management Based on Sensitivity Study Ladder-Type Electricity Price Program." Applied Mechanics and Materials 409-410 (September 2013): 1573–76. http://dx.doi.org/10.4028/www.scientific.net/amm.409-410.1573.

Full text

Abstract:

Ladder electricity price is as a means of power demand side management. Not only can smooth the load curve, you can also take care to low-income residents, in addition also has important significance for the effective utilization of resources. For ladder electricity pricing mechanism, considering residents electricity costs at the same time, using sensitivity analysis method study the effect of ladder electricity price pricing schemes. And ladder electricity price plan data in Hubei province as the foundation, combined with local consumption situation analysis, to the further development of la

APA, Harvard, Vancouver, ISO, and other styles

10

Ye, Pengfei Lv, Shanli. "RESEARCH ON WEATHER DERIVATIVES PRICING–THE CASE OF SHANGHAI MUNICIPALITY." Science Heritage Journal 8, no. 2 (2024): 83–87. https://doi.org/10.26480/gws.02.2024.83.87.

Full text

Abstract:

Weather derivatives pricing is one of the central issues in the study of this type of financial product, and there is no uniform methodology. To price the temperature option with Shanghai temperature as the underlying and explore how to improve the accuracy of option pricing, firstly, the time-varying O-U model is combined with Monte Carlo simulation to obtain the Shanghai-based temperature option pricing, and then Shanghai and its neighboring Dongtai, Quxian, and Dinghai are selected to constitute an option portfolio and priced using the same method. The results are obtained: 1) the predicted

APA, Harvard, Vancouver, ISO, and other styles

11

Qiqi, Zhang, Cen Kongmei, and Zhang Mu. "Study on the Pricing Model of Affordable Housing in Guangzhou, China." Journal of Economics and Business 1, no. 2 (2018): 212–21. https://doi.org/10.31014/aior.1992.01.02.21.

Full text

Abstract:

Indemnificatory housing is related to our life in China, how to make price reasonable is necessary for its social welfare function. This paper introduces the pricing process of affordable housing and focuses on the demonstration of price-limited housing which is both indemnificatory and commercial. Combined with the cost method and the market method, the pricing model was constructed based on the system: market valuation price-- -the ratio of house price ---selling price. Taking Guangzhou-- a city in south China-- as the object, the key -- price ratio- was calculated according to the data. Rea

APA, Harvard, Vancouver, ISO, and other styles

12

Yekini, Olawale S., Godwin O. Igbinosa, Gerard N. Obiora, Owomano N. Imarhiagbe, Abayomi A. Oke, and Iyabo R. Ebosele. "Congestion Management of Packets Based Network in GSM Using Shadow and Paris Metro Pricing Scheme." European Journal of Applied Science, Engineering and Technology 3, no. 1 (2025): 157–64. https://doi.org/10.59324/ejaset.2025.3(1).14.

Full text

Abstract:

Wireless communications have experienced geometric growth. Global System for Mobile communication operators have taken several measures to expand their network facilities as a result of increase in demand but have not been able to combat congestion problem in packet network. One of the main issues that modern Internet users face is network congestion. A dynamic pricing system called Paris metro pricing (PMP) addresses packet network congestion, like that found in the internet. It is employed to divide a network into multiple logical networks, each of which would do its best to treat every pack

APA, Harvard, Vancouver, ISO, and other styles

13

Humavindu, Michael Nokokure, and Jesper Stage. "Hedonic pricing in Windhoek townships." Environment and Development Economics 8, no. 2 (2003): 391–404. http://dx.doi.org/10.1017/s1355770x0300202.

Full text

Abstract:

This study applies the hedonic pricing model to property sales in the township areas in Windhoek, the capital city of Namibia, where municipal authorities have pursued a programme of selling plots of land to settlers in order to encourage them into a formalized economic situation. We find that, apart from house quality, access to the central business district, access to marketplaces and access to transportation, environmental quality also has a large impact on property prices. Properties located close to a garbage dump sell at considerable discounts, while properties located close to a combine

APA, Harvard, Vancouver, ISO, and other styles

14

Zhao, Kejing, Jinliang Zhang, and Qing Liu. "Dual-Hybrid Modeling for Option Pricing of CSI 300ETF." Information 13, no. 1 (2022): 36. http://dx.doi.org/10.3390/info13010036.

Full text

Abstract:

The reasonable pricing of options can effectively help investors avoid risks and obtain benefits, which plays a very important role in the stability of the financial market. The traditional single option pricing model often fails to meet the ideal expectations due to its limited conditions. Combining an economic model with a deep learning model to establish a hybrid model provides a new method to improve the prediction accuracy of the pricing model. This includes the usage of real historical data of about 10,000 sets of CSI 300 ETF options from January to December 2020 for experimental analysi

APA, Harvard, Vancouver, ISO, and other styles

15

BIAGINI, FRANCESCA, JULIA BREGMAN, and THILO MEYER-BRANDIS. "ELECTRICITY FUTURES PRICE MODELING WITH LÉVY TERM STRUCTURE MODELS." International Journal of Theoretical and Applied Finance 18, no. 01 (2015): 1550003. http://dx.doi.org/10.1142/s021902491550003x.

Full text

Abstract:

In this paper, we generalize the approach of Hinz & Wilhelm (2006), Pricing flow commodity derivatives using fixed income market techniques. International Journal of Theoretical and Applied Finance 9, 1299–1321, replacing in the dynamics of the asset prices the Brownian motion by a more general Lévy process, also taking into account the occurrence of spikes. In particular, we reduce the modeling of an electricity futures market to the modeling of a Lévy bond market with an additional risky asset. This allows to employ well established techniques from interest rate term structure modeling.

APA, Harvard, Vancouver, ISO, and other styles

16

Elbeleze, Asma Ali, Adem Kılıçman, and Bachok M. Taib. "Homotopy Perturbation Method for Fractional Black-Scholes European Option Pricing Equations Using Sumudu Transform." Mathematical Problems in Engineering 2013 (2013): 1–7. http://dx.doi.org/10.1155/2013/524852.

Full text

Abstract:

The homotopy perturbation method, Sumudu transform, and He’s polynomials are combined to obtain the solution of fractional Black-Scholes equation. The fractional derivative is considered in Caputo sense. Further, the same equation is solved by homotopy Laplace transform perturbation method. The results obtained by the two methods are in agreement. The approximate analytical solution of Black-Scholes is calculated in the form of a convergence power series with easily computable components. Some illustrative examples are presented to explain the efficiency and simplicity of the proposed method.

APA, Harvard, Vancouver, ISO, and other styles

17

Wibowo, Ari Tri, Tri Lisiani Prihartinah, and Ade Maman Suherman. "The Future of Legal Regulation Related to Predatory Pricing Practice in E-commerce Implementation in Indonesia." Webology 19, no. 1 (2022): 2605–20. http://dx.doi.org/10.14704/web/v19i1/web19173.

Full text

Abstract:

This research discusses how the regulation of business competition is in Indonesia currently in regulating predatory pricing practice in e-commerce implementation in Indonesia, and how the legal regulation of predatory pricing practice should be developed in Indonesia to face e-commerce implementation in digital economic era. Type of legal research used was normative one, with juridical normative approach, in which law materials were collected using library study and document study. The normative juridical research would be combined with legal comparative method, in order to see how the regula

APA, Harvard, Vancouver, ISO, and other styles

18

Bai, Xiangyu, Sihan Lin, and Qingkun Liu. "Coca-Cola: P/E combined with DCF model pricing valuation during pandemic." BCP Business & Management 30 (October 24, 2022): 640–50. http://dx.doi.org/10.54691/bcpbm.v30i.2511.

Full text

Abstract:

Coca-Cola is a multinational company, it is well known multinational company, mainly focus on the beverage industry. This paper uses the P/E, DCF method to calculate the valuation of Coca Cola. This study found that the overall sales trend of Coca Cola is not completely negative under the influence of covid-19, because Coca Cola's diversified products can bring positive emotions to consumers to counter the negative impact of covid-19 on people's emotions at that time. At the same time, their sugar - free products also meet some people's pursuit of healthy diet. Moreover, Coca Cola's share in t

APA, Harvard, Vancouver, ISO, and other styles

19

Ding, Ming, Jiaxin Liu, and Yuching Wu. "Pricing Chooser Option." Theoretical and Natural Science 107, no. 1 (2025): 220–26. https://doi.org/10.54254/2753-8818/2025.22645.

Full text

Abstract:

With the rapid development of financial markets and the increasing diversification of investment instruments and choices, exotic derivatives like the Chooser option have emerged. This special type of option contract grants holders the right to choose whether the option is a put or a call at the selection date. This flexibility facilitates investors' hedging policies and diversification to spread risk and enhance returns. However, pricing it appropriately becomes a difficult task because of its complexity. This paper first aims to price the Chooser option in two ways: the N-period Binomial tree

APA, Harvard, Vancouver, ISO, and other styles

20

Pereira, Manoel F. de S., and Alvaro Veiga. "Nonparametric option pricing under Beta-t-GARCH process with dynamic conditional score." Brazilian Review of Finance 21, no. 3 (2023): 73–98. http://dx.doi.org/10.12660/rbfin.v21n3.2023.81822.

Full text

Abstract:

One of the advantages of nonparametric option pricing methods is that they only require a set of future price scenarios, eliminating the need for an explicit risk-neutral model for the price of the underlying asset. In this paper, we explore the score-driven Beta-t-GARCH volatility model, introduced by Harvey (2013), to generate the price scenarios necessary for a nonparametric option pricing method based on the empirical Esscher transform, as proposed by Pereira and Veiga (2017). An experiment was conducted using real data from the Brazilian Stock Market, comparing observed option prices acro

APA, Harvard, Vancouver, ISO, and other styles

21

Song, Lina, and Weiguo Wang. "Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method." Abstract and Applied Analysis 2013 (2013): 1–10. http://dx.doi.org/10.1155/2013/194286.

Full text

Abstract:

This work deals with the put option pricing problems based on the time-fractional Black-Scholes equation, where the fractional derivative is a so-called modified Riemann-Liouville fractional derivative. With the aid of symbolic calculation software, European and American put option pricing models that combine the time-fractional Black-Scholes equation with the conditions satisfied by the standard put options are numerically solved using the implicit scheme of the finite difference method.

APA, Harvard, Vancouver, ISO, and other styles

22

Van Den Berg, Sibren, Marcel Canoy, Lonneke Timmers, and Carla Hollak. "PP152 The Assessment Of The Price Of A Medicine: The Possible Application Of Cost-Based Pricing Methods." International Journal of Technology Assessment in Health Care 38, S1 (2022): S89—S90. http://dx.doi.org/10.1017/s0266462322002641.

Full text

Abstract:

IntroductionBefore admission to the insured package, the price of a medicine is usually assessed on the basis of the value of the medicine for the patient: the effect size on health and survival must be in line with the costs. That seems like a fair starting point, but the use of such ‘value-driven’ models sometimes results in unrealistic prices. These prices in turn lead to discussions about limitations within the healthcare budget and may result in delays in the accessibility of medicines. The aim of this study was to review several alternative pricing models and propose possible application

APA, Harvard, Vancouver, ISO, and other styles

23

Li, Keyu. "Research on Pricing and Replenishment of Vegetables Based on Grey Relational Model and Seasonal Index Prediction Model." Highlights in Science, Engineering and Technology 98 (May 16, 2024): 419–24. http://dx.doi.org/10.54097/n8z90r30.

Full text

Abstract:

This article mainly studies the problem of automatic pricing and replenishment decisions for vegetable products in supermarkets. A grey correlation model and ARIMA time series model are comprehensively established, and based on clustering analysis and regression analysis methods, the distribution patterns of sales volume for each vegetable category and item over time, as well as the relationship with cost plus pricing and mutual correlation, are analyzed to make reasonable predictions for future sales volume. In order to make decisions on product pricing, sales combination, and replenishment,

APA, Harvard, Vancouver, ISO, and other styles

24

Anggriani, Yusi. "The Role of Medicine Pricing Policy for Improving the Affordability of Medicines." JURNAL ILMU KEFARMASIAN INDONESIA 16, no. 2 (2018): 172. http://dx.doi.org/10.35814/jifi.v16i2.550.

Full text

Abstract:

Medicine is a pharmaceutical product that has imperfect market characteristics. This affects affordability to the community, and therefore it is necessary for the government to regulate medicine prices. Medicine prices can be regulated in the medicine supply chain by the industry, importers, distributors and health facilities such as pharmacies, hospitals and medicine sellers. Developed and high income countries generally regulate the prices of medicines and are part of a health insurance system. In contrast with the situation in developed countries, medicine pricing regulation in developing c

APA, Harvard, Vancouver, ISO, and other styles

25

Rodier, Caroline J., and Robert A. Johnston. "Travel, Emissions, and Welfare Effects of Travel Demand Management Measures." Transportation Research Record: Journal of the Transportation Research Board 1598, no. 1 (1997): 18–24. http://dx.doi.org/10.3141/1598-03.

Full text

Abstract:

Land-use intensification measures and pricing policies are compared and combined with high-occupancy vehicle (HOV) lane and light-rail transit expansion scenarios in the Sacramento, California, region and evaluated against travel, emissions, consumer welfare, and equity criteria. A state-of-the-practice regional travel demand model is used to simulate the travel effects of these scenarios. The Small and Rosen method of obtaining consumer welfare is applied to the mode-choice models in the travel model. The most politically feasible scenarios were found to provide at best only modest improvemen

APA, Harvard, Vancouver, ISO, and other styles

26

Liu, Chang, Haoming Shi, Yujun Cai, Shu Shen, and Dongtao Lin. "A NEW PRICING APPROACH FOR SME LOANS ISSUED BY COMMERCIAL BANKS BASED ON CREDIT SCORE MAPPING AND ARCHIMEDEAN COPULA SIMULATION." Journal of Business Economics and Management 20, no. 4 (2019): 618–32. http://dx.doi.org/10.3846/jbem.2019.9854.

Full text

Abstract:

The traditional loans pricing methods are usually based on risk measures of individual loan’s characteristics without considering the correlation between the defaults of different loans and the contribution of individual loans to the entire loan portfolio. In this study, using account-level loans data of 2010-2016 abstracted from 2 databases kindly provided by a Chinese commercial bank, the authors choose Archimedean Copula to fit the default relationship between loans, combined with the loss distribution function constructed to measure the economic capital of the loan portfolio, to propose a

APA, Harvard, Vancouver, ISO, and other styles

27

Lin, Li, Xiangyue Chen, Yiying Lou, Weijian Zhang, and Ru Zhang. "Task Pricing Optimization Model of Crowdsourcing Platform." Business and Management Studies 4, no. 3 (2018): 44. http://dx.doi.org/10.11114/bms.v4i3.3384.

Full text

Abstract:

In this paper, we established a task pricing optimization model by the Logistic and anti-resolve thought to work out the problem of unequal spatial distribution and overall low of the task completion rate in the crowdsourcing platforms. Combining with the actual application information, we use scatter diagram, contour map, etc. to make a qualitative study and find that the reason why some of the tasks are not accepted is because the enterprise failed to take the total task quotas around the task into consideration while pricing the task. Then, combined with the influencing factors of tradition

APA, Harvard, Vancouver, ISO, and other styles

28

Guo, Xiaoxiao. "Application of Nonarbitrage Pricing Model and Finite Element Numerical Solution in the Value of Convertible Bonds in the Stock Market." Wireless Communications and Mobile Computing 2021 (March 31, 2021): 1–9. http://dx.doi.org/10.1155/2021/5510715.

Full text

Abstract:

Because of its creditor’s rights, equity, and options, convertible bonds have been developed rapidly since its emergence and have become one of the main tools in the financial market. One of the core problems of convertible bonds is pricing. The research on the pricing model of convertible bonds in China is relatively late. Most of them use foreign technologies, but they are quite different from the actual situation in China, and most of the models are characterized by a single factor. Therefore, this paper puts forward the nonarbitrage pricing model in the stock market and the application of

APA, Harvard, Vancouver, ISO, and other styles

29

JACKSON, KEN, ALEX KREININ, and WANHE ZHANG. "FAST VALUATION OF FORWARD-STARTING BASKET DEFAULT SWAPS." International Journal of Theoretical and Applied Finance 13, no. 02 (2010): 195–209. http://dx.doi.org/10.1142/s0219024910005735.

Full text

Abstract:

A basket default swap (BDS) is a credit derivative with contingent payments that are triggered by a combination of default events of the reference entities. A forward-starting basket default swap (FBDS) is a BDS starting at a specified future time. Existing analytic or semi-analytic methods for pricing FBDS are time consuming due to the large number of possible default combinations before the BDS starts. This paper develops a fast approximation method for FBDS based on the conditional independence framework. The method converts the pricing of a FBDS to an equivalent BDS pricing problem and com

APA, Harvard, Vancouver, ISO, and other styles

30

Wang, Zihao, Kehang Mu, and Yuhan Ma. "Research on automatic vegetable pricing and replenishment decision-making based on improved ant colony algorithm." Highlights in Science, Engineering and Technology 70 (November 15, 2023): 484–90. http://dx.doi.org/10.54097/hset.v70i.13912.

Full text

Abstract:

In daily life, vegetable products have a short shelf life and a high perishability rate. As time goes by, their quality will deteriorate and cause waste. Therefore, in order to maximize benefits and reduce waste, the ant colony algorithm and ARIMA are combined The prediction model was combined and optimized, and the Ant Colony-ARIMA prediction model was established, and the relevant data of the sales flow details and wholesale prices of each commodity in a supermarket from July 1, 2020 to June 30, 2023 were used for training, optimization and prediction. Analyze and compare with various data f

APA, Harvard, Vancouver, ISO, and other styles

31

Al-Nidawi, Yaarob, Haider Tarish Haider, Dhiaa Halboot Muhsen, and Ghadeer Ghazi Shayea. "Multi-User Optimal Load Scheduling of Different Objectives Combined with Multi-Criteria Decision Making for Smart Grid." Future Internet 16, no. 10 (2024): 355. http://dx.doi.org/10.3390/fi16100355.

Full text

Abstract:

Load balancing between required power demand and the available generation capacity is the main task of demand response for a smart grid. Matching between the objectives of users and utilities is the main gap that should be addressed in the demand response context. In this paper, a multi-user optimal load scheduling is proposed to benefit both utility companies and users. Different objectives are considered to form a multi-objective artificial hummingbird algorithm (MAHA). The cost of energy consumption, peak of load, and user inconvenience are the main objectives considered in this work. A hyb

APA, Harvard, Vancouver, ISO, and other styles

32

Gao, Kai, and Yihao Yin. "Vegetable category replenishment and pricing decisionmodel in fresh food supermarkets." BOHR International Journal of Operations Management Research and Practices 3, no. 1 (2024): 43–53. https://doi.org/10.54646/bijomrp.2024.28.

Full text

Abstract:

The vegetable commodities in fresh food supermarkets generally have the characteristics of a wide variety of categories, different origins, and a short shelf life. Moreover, the product quality continuously deteriorates as the sales time increases, and the corresponding price continuously decreases as the sales time increases. At the same time, the purchase and trading time of vegetables is usually from 3:00 to 4:00 in the morning, and the daily sales volume of dishes is unknown. Therefore, merchants must make replenishment decisions for various vegetable categories on the same day without exa

APA, Harvard, Vancouver, ISO, and other styles

33

Qu, Zhao Yang, Tian Hang Zhang, Jia Yan, and Shao Qing Xu. "An Intelligent Household Electricity Load Control Method Based on Demand Response." Applied Mechanics and Materials 740 (March 2015): 307–10. http://dx.doi.org/10.4028/www.scientific.net/amm.740.307.

Full text

Abstract:

This paper presents a method for smart house electricity load control. The method, combined with TOU price and Real-time pricing, arranges various appliances and meets daily household electricity demand at the same time, so that to reduce the daily electricity consumption and realize Demand Response. First, this paper attempts to summarize problem witch need to be solved for realizing load control in a smart house. Second, the smart house load control problem was described as high-dimensional complex functions unconstrained optimization model and solved with Particle Swarm Optimization. Finall

APA, Harvard, Vancouver, ISO, and other styles

34

Lesmana, Donny Citra, Reza Tri Ahmad Ramadhan, Siti Nurjanah, and Vanaya Syahira Dharmawan. "PRICING EMPLOYEE STOCK OPTION USING TRINOMIAL TREE METHOD." BAREKENG: Jurnal Ilmu Matematika dan Terapan 19, no. 2 (2025): 709–20. https://doi.org/10.30598/barekengvol19iss2pp709-720.

Full text

Abstract:

This study explores the Employee Stock Option (ESO) model proposed by Liao and Lyuu, which provides a robust framework for addressing critical factors such as dilution, early exercise, and employee forfeiture rates. The model is solved using the trinomial tree method, allowing for the consideration of three possible stock price movements: increase, unchanged, or decrease. This approach combines forward and backward calculations to accurately evaluate ESO values by accounting for the complex interactions of these parameters. Dilution effects are modeled by adjusting stock prices based on outsta

APA, Harvard, Vancouver, ISO, and other styles

35

PASCUCCI, A., M. SUÁREZ-TABOADA, and C. VÁZQUEZ. "MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL." Mathematical Models and Methods in Applied Sciences 21, no. 07 (2011): 1479–98. http://dx.doi.org/10.1142/s0218202511005465.

Full text

Abstract:

In this paper, we present a mathematical model for pricing a particular financial product: the ratchet cap. This derivative product depends on certain interest rates (whose dynamics we assume that follow the LIBOR market model). The pricing model is rigorously posed in terms of a sequence of nested Cauchy problems associated to uniformly parabolic partial differential equations. First, for each problem the existence and uniqueness of solution is obtained. Next, this analysis allows to propose a new and more efficient numerical method based on the approximation by computable fundamental solutio

APA, Harvard, Vancouver, ISO, and other styles

36

Erfanian, Hamid Reza, Seyed Jaliledin Ghaznavi Bidgoli, and Parvin Shakibaei. "The pricing of spread option using simulation." International Journal of Applied Mathematical Research 6, no. 4 (2017): 121. http://dx.doi.org/10.14419/ijamr.v6i4.7914.

Full text

Abstract:

Monte Carlo simulation is one of the most common and popular method of options pricing. The advantages of this method are being easy to use, suitable for all kinds of standard and exotic options and also are suitable for higher dimensional problems. But on the other hand Monte Carlo variance convergence rate is which due to that it will have relatively slow convergence rate to answer the problems, as to achieve accuracy when it has been d-dimensions, complexity is . For this purpose, several methods are provided in quasi Monte Carlo simulation to increase variance convergence rate as variance

APA, Harvard, Vancouver, ISO, and other styles

37

Rabiul Awal, Rais Iqbal, Agus Rahayu, Heny Hendrayati, et al. "Digital Value-Based Pricing Strategy in Tourism Marketing: A Systematic Literature Review Approach." Dinasti International Journal of Economics, Finance & Accounting 5, no. 6 (2025): 6008–21. https://doi.org/10.38035/dijefa.v5i6.3728.

Full text

Abstract:

This research is motivated by the importance of digital value-based pricing strategies in optimizing the competitiveness of tourism destinations in the digital era. This background highlights the need for an approach that integrates technology and a deep understanding of consumer behavior to create perceived value for tourists. The study aims to identify effective, relevant, and competitive pricing strategies in digital value-based tourism marketing. The method used is the Systematic Literature Review (SLR) with the PRISMA framework, combined with bibliometric analysis to ensure the validity a

APA, Harvard, Vancouver, ISO, and other styles

38

Shi, Ruize. "Research on marketing Strategy of Personal Financial Products of Northeast Securities." BCP Business & Management 26 (September 19, 2022): 124–29. http://dx.doi.org/10.54691/bcpbm.v26i.1868.

Full text

Abstract:

With the rapid development of domestic economy and the rise of national wealth, more and more people begin to attach importance to personal finance. Northeast securities as a listed company, and in the northeast has popularity, in today's rapid development of financial market, despite its modest success in other areas, Northeast Securities still has a series of problems in marketing wealth management products, such as the slow progress of product development, the pricing strategies are too basic, and there is no a complete propaganda, etc., to solve these problems, and combined with 4P marketi

APA, Harvard, Vancouver, ISO, and other styles

39

Wang, Bangjia, Xuanyu Jie, and Jiayu Chen. "Research On Replenishment Strategy Of Vegetable Commodities Based On Linear Programming And Multi-Objective Particle Swarm Optimisation Algorithm." Journal of Education, Humanities and Social Sciences 25 (January 26, 2024): 198–205. http://dx.doi.org/10.54097/7rkc4637.

Full text

Abstract:

Because vegetable commodities are characterised by shorter freshness periods and diminishing character, they need to be replenished and priced on a daily basis based on historical sales and demand. In order to determine the optimal order quantity and sales price of vegetable commodities, this paper uses the least squares method to establish a regression model to obtain the relationship between sales volume and cost-plus pricing equation and verify the fitting effect, and then the total sales volume of the category obtained from the regression model and the cost-plus pricing equation combined w

APA, Harvard, Vancouver, ISO, and other styles

40

Leng, Wenjie. "Application of Capital Asset Pricing Model in Finance." Highlights in Business, Economics and Management 45 (December 24, 2024): 307–12. https://doi.org/10.54097/j01fg368.

Full text

Abstract:

In the financial sector, Mathematics is indispensable everywhere. To be precise, Portfolio Optimization and Risk Management are two common methods under investment. The article introduces Portfolio Optimization and Risk Management to explain how mathematics using in Finance. In Portfolio Optimization plate, this article starts with the basic theories, which include Markowitz portfolio theory and combine with the celebrated Capital Asset Pricing Model (CAPM). In Risk management, the article specifically describes how do calculus used in Value-at-Risk (VaR) and conditional VaR. This article uses

APA, Harvard, Vancouver, ISO, and other styles

41

Naryongo, Raphael, Philip Ngare, and Anthony Waititu. "European Option Pricing under Wishart Processes." Journal of Mathematics 2021 (July 10, 2021): 1–24. http://dx.doi.org/10.1155/2021/7411885.

Full text

Abstract:

This study deals with a single risky asset pricing model whose volatility is described by Wishart affine processes. This multifactor model with two dependency matrices describing the correlation between the asset dynamic and Wishart processes makes it more flexible enough to fit the market data for short or long maturities. The aim of the study is to derive and solve the call option pricing problem under the double Wishart stochastic volatility model. The Fourier transform techniques combined with perturbation methods are employed in order to price the European call options. The numerical illu

APA, Harvard, Vancouver, ISO, and other styles

42

Li, Tianyu. "Pricing Design and Risk Assessment of Financial Products Based on Artificial Intelligence Models." Journal of Combinatorial Mathematics and Combinatorial Computing 123, no. 1 (2024): 263–77. https://doi.org/10.61091/jcmcc123-18.

Full text

Abstract:

To address large prediction errors in traditional risk assessment methods, the X-means clustering algorithm is utilized to segment financial product customers, combined with correlation strength analysis to understand customer behaviors and needs. Using the Hoteling model, a two-step pricing strategy is proposed, revealing that data product prices are inversely proportional to depreciation rate, timeliness, and customization degree, and deriving the platform’s optimal pricing strategy. A financial risk indicator system is developed using principal component analysis for systematic risk assessm

APA, Harvard, Vancouver, ISO, and other styles

43

El Gharbi, A. "A Distributed Control Approach for Demand Response in Smart Grids." Engineering, Technology & Applied Science Research 12, no. 1 (2022): 8129–35. http://dx.doi.org/10.48084/etasr.4634.

Full text

Abstract:

The smart grid is a new concept that has been developed during recent years to improve the intelligence and efficiency of electric power system management. Traditional electricity systems are combined and integrated with information technology, communication technology, and intelligent control technology in the smart grid. Demand Response (DR) refers to the changes in consumers' electricity consumption behavior in response to dynamic pricing or financial incentives. Based on the control manner, DR methods are classified as centralized or distributed. In distributed techniques, customers commun

APA, Harvard, Vancouver, ISO, and other styles

44

Ardhi, Ardhiansyah, and Aditia Abdurachman. "DAMPAK SUASANA TOKO, KUALITAS LAYANAN DAN HARGA HAMMER STOUT TERHADAP MINAT BELI ULANG KONSUMEN." JURNAL EKONOMI PERJUANGAN 5, no. 2 (2023): 103–14. http://dx.doi.org/10.36423/jumper.v5i2.1501.

Full text

Abstract:

The purpose of this study is to ascertain how pricing, service quality, and store atmosphere affect consumers' inclination to repurchase Hammerstout products in Bandung. The study examines three independent variables: pricing, service quality, and store environment. Repurchase interest, on the other hand, is the dependent variable. Descriptive and verification research methods were employed in this study. The study's population consists of Hammerstout customers, the exact number of whom is unclear. With a sample size of 150 respondents, non-probability sampling combined with purposive sampling

APA, Harvard, Vancouver, ISO, and other styles

45

Konečný, Zdeněk, and Marek Zinecker. "Measuring Risk Structure Using the Capital Asset Pricing Model." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 63, no. 1 (2015): 227–33. http://dx.doi.org/10.11118/actaun201563010227.

Full text

Abstract:

This article is aimed at proposing of an inovative method for calculating the shares of operational and financial risks. This methodological tool will support managers while monitoring the risk structure. The method is based on the capital asset pricing model (CAPM) for calculation of equity cost, namely on determination of the beta coefficient, which is the only variable, that is dependent on entrepreneurial risk. There are combined both alternative approaches for calculation betas, which means, that there are accounting data used and there is distinguished unlevered beta and levered beta. Th

APA, Harvard, Vancouver, ISO, and other styles

46

Ferreira, Kris Johnson, David Simchi-Levi, and He Wang. "Online Network Revenue Management Using Thompson Sampling." Operations Research 66, no. 6 (2018): 1586–602. http://dx.doi.org/10.1287/opre.2018.1755.

Full text

Abstract:

Thompson sampling is a randomized Bayesian machine learning method, whose original motivation was to sequentially evaluate treatments in clinical trials. In recent years, this method has drawn wide attention, as Internet companies have successfully implemented it for online ad display. In “Online network revenue management using Thompson sampling,” K. Ferreira, D. Simchi-Levi, and H. Wang propose using Thompson sampling for a revenue management problem where the demand function is unknown. A main challenge to adopt Thompson sampling for revenue management is that the original method does not i

APA, Harvard, Vancouver, ISO, and other styles

47

Mai, Jifang, Shaohua Zhang, Haiqing Zhao, and Lijun Pan. "Factor Investment or Feature Selection Analysis?" Mathematics 13, no. 1 (2024): 9. https://doi.org/10.3390/math13010009.

Full text

Abstract:

This study has made significant findings in A-share market data processing and portfolio management. Firstly, by adopting the Lasso method and CPCA framework, we effectively addressed the problem of multicollinearity among feature indicators, with the Lasso method demonstrating superior performance in handling this issue, thus providing a new method for financial data processing. Secondly, Deep Feedforward Neural Networks (DFN) exhibited exceptional performance in portfolio management, significantly outperforming other evaluated machine learning methods, and achieving high levels of out-of-sam

APA, Harvard, Vancouver, ISO, and other styles

48

Гончар, А. О., Н. В. Шолойко, and О. О. Комаріда. "Reimbursement of combined antihypertensive medicenes in Ukraine: aspects of inclusion and external reference pricing." Farmatsevtychnyi zhurnal, no. 6 (December 29, 2022): 53–59. http://dx.doi.org/10.32352/0367-3057.6.22.06.

Full text

Abstract:

Cardiovascular diseases (CVD), in particular arterial hypertension (AH), are the main causes of morbidity and mortality, Ukraine is on the 1st place in Europe for mortality from these diseases. Modern clinical guidelines emphasize the use of combined antihypertensive drugs, and improving the accessibility of these medicines for Ukrainian patients with hypertension is relevant. In Ukraine, at the end of 2022, there were no combined antihypertensive drugs in the List of reimbursed drugs. Therefore, there is a need to develop scientific and practical approaches to improve the «Affordable Medicine

APA, Harvard, Vancouver, ISO, and other styles

49

Iarmolenko, Iuliia, and Galyna Chornous. "The Model of a Second-Hand Goods Resale Exchange under Transactional Pricing Strategy." Ekonomika 99, no. 1 (2020): 69–78. http://dx.doi.org/10.15388/ekon.2020.1.4.

Full text

Abstract:

A modern effective business model involves the use of an appropriate pricing strategy. However, not only a short-term profitability matters but also long-term clients’ loyalty. The main purpose of this paper is to present a specific transactional pricing strategy for a second-hand goods resale exchange platform, which allows to avoid possible negative outcomes of being associated with consumer discrimination. Using simulation modeling approach, it was shown how customer segmentation combined with transactional pricing can help to gain higher profitability. The model is based on the work of int

APA, Harvard, Vancouver, ISO, and other styles

50

Roslan, Teh Raihana Nazirah, Sharmila Karim, Siti Zulaiha Ibrahim, Ali Fareed Jameel, and Zainor Ridzuan Yahya. "Stochastic pricing formulation for hybrid equity warrants." AIMS Mathematics 7, no. 1 (2021): 398–424. http://dx.doi.org/10.3934/math.2022027.

Full text

Abstract:

<abstract> <p>A warrant is a financial agreement that gives the right but not the responsibility, to buy or sell a security at a specific price prior to expiration. Many researchers inadvertently utilize call option pricing models to price equity warrants, such as the Black Scholes model which had been found to hold many shortcomings. This paper investigates the pricing of equity warrants under a hybrid model of Heston stochastic volatility together with stochastic interest rates from Cox-Ingersoll-Ross model. This work contributes to exploration of the combined effects of stochast

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!