Relevant bibliographies by topics / Decoy pricing

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  2. Dissertations / Theses

Academic literature on the topic 'Decoy pricing'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Decoy pricing"

1

Li, Tao, Yan Chen, and Taoying Li. "Pricing Strategies of Logistics Distribution Services for Perishable Commodities." Algorithms 11, no. 11 (2018): 186. http://dx.doi.org/10.3390/a11110186.

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The problem of pricing distribution services is challenging due to the loss in value of product during its distribution process. Four logistics service pricing strategies are constructed in this study, including fixed pricing model, fixed pricing model with time constraints, dynamic pricing model, and dynamic pricing model with time constraints in combination with factors, such as the distribution time, customer satisfaction, optimal pricing, etc. By analyzing the relationship between optimal pricing and key parameters (such as the value of the decay index, the satisfaction of consumers, dispa
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2

Wu, Zhihui, Dongyan Chen, and Hui Yu. "Store-Assistance Management for a Supply Chain with Consumer Return under Consignment Contract." Mathematical Problems in Engineering 2017 (2017): 1–12. http://dx.doi.org/10.1155/2017/4937217.

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In this paper, the strategy problems of pricing and store-assistance service investment are investigated for a supply chain with consumer return, where the considered supply chain under consignment contract consists of a single manufacturer and a single retailer. Firstly, we use differential equation to model the evolution of store-assistance service level and depict the effect of store-assistance service level on the return rate. By applying two-stage game, both optimal pricing and store-assistance service strategies are obtained based on the presented optimal control model. Subsequently, the
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3

Zheng, Jiangbo, Yanhong Gan, Ying Liang, Qingqing Jiang, and Jiatai Chang. "Joint Strategy of Dynamic Ordering and Pricing for Competing Perishables with Q-Learning Algorithm." Wireless Communications and Mobile Computing 2021 (March 13, 2021): 1–19. http://dx.doi.org/10.1155/2021/6643195.

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We use Machine Learning (ML) to study firms’ joint pricing and ordering decisions for perishables in a dynamic loop. The research assumption is as follows: at the beginning of each period, the retailer prices both the new and old products and determines how many new products to order, while at the end of each period, the retailer decides how much remaining inventory should be carried over to the next period. The objective is to determine a joint pricing, ordering, and disposal strategy to maximize the total expected discounted profit. We establish a decision model based on Markov processes and
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4

Orlova, N. V., and A. I. Savinova. "Problems of investment policy of enterprises of space-rocket sector." Voprosy regionalnoj ekonomiki 34, no. 1 (2018): 76–81. http://dx.doi.org/10.21499/2078-4023-2018-34-1-76-81.

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Over time the enterprises of rocket-space industry were faced with the decay and deterioration of the basic Fund and as a consequence the necessity of their updating. To update fixed assets in enterprises conducted investment policy. This article explores the concept of «investment policy» and discusses the features of investments at the enterprises of rocket-space industry. Lists legislative acts that regulate the pricing of the state defense order. Describes in detail the sources of realization of investments at the enterprises working in sphere of the state defense order.
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5

Cai, Ning, S. G. Kou, and Zongjian Liu. "A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering." Advances in Applied Probability 46, no. 03 (2014): 766–89. http://dx.doi.org/10.1017/s0001867800007369.

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Transform-based algorithms have wide applications in applied probability, but rarely provide computable error bounds to guarantee the accuracy. We propose an inversion algorithm for two-sided Laplace transforms with computable error bounds. The algorithm involves a discretization parameterCand a truncation parameterN. By choosingCandNusing the error bounds, the algorithm can achieve any desired accuracy. In many cases, the bounds decay exponentially, leading to fast computation. Therefore, the algorithm is especially suitable to provide benchmarks. Examples from financial engineering, includin
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Cai, Ning, S. G. Kou, and Zongjian Liu. "A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering." Advances in Applied Probability 46, no. 3 (2014): 766–89. http://dx.doi.org/10.1239/aap/1409319559.

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Transform-based algorithms have wide applications in applied probability, but rarely provide computable error bounds to guarantee the accuracy. We propose an inversion algorithm for two-sided Laplace transforms with computable error bounds. The algorithm involves a discretization parameter C and a truncation parameter N. By choosing C and N using the error bounds, the algorithm can achieve any desired accuracy. In many cases, the bounds decay exponentially, leading to fast computation. Therefore, the algorithm is especially suitable to provide benchmarks. Examples from financial engineering, i
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7

Duan, Jason A., and Carl F. Mela. "The Role of Spatial Demand on Outlet Location and Pricing." Journal of Marketing Research 46, no. 2 (2009): 260–78. http://dx.doi.org/10.1509/jmkr.46.2.260.

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In this article, the authors consider the problem of outlet pricing and location in the context of unobserved spatial demand. The analysis constitutes a scenario in which capacity-constrained firms set prices conditional on their location, demand, and costs. This enables firms to develop maps of latent demand patterns across the market in which they compete. The analysis further suggests locations for additional outlets and the resultant equilibrium effect on profits and prices. Using Bayesian spatial statistics, the authors apply their model to seven years of data on apartment location and pr
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8

Samsa, Greg. "If you plan to write a covered call option which will expire does traditional option pricing theory apply and, if not, what can replace the Greeks?" Archives of Business Research 8, no. 9 (2020): 27–36. http://dx.doi.org/10.14738/abr.89.8965.

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The primary goal of option pricing theory is to calculate the probability that an option will be exercised at expiration. These calculations are often summarized using "the Greeks", for example, theta is the expected change in the price of the option associated with a 1-unit change in time. Options can either be traded or held until expiration. If the investor's intention is to write a covered call option which will expire, and is indifferent between whether or not the option is exercised, then option pricing theory in general and the Greeks in particular are not directly relevant to them. Her
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9

Schmeck, Maren Diane, and Stefan Schwerin. "The Effect of Mean-Reverting Processes in the Pricing of Options in the Energy Market: An Arithmetic Approach." Risks 9, no. 5 (2021): 100. http://dx.doi.org/10.3390/risks9050100.

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In this paper we study the effect that mean-reverting components in the arithmetic dynamics of electricity spot price have on the price of a call option on a swap. Our model allows for seasonal effects, spikes, and negative values of the price of electricity. We show that for sufficiently large delivery periods of the swap contract, the error that one makes by neglecting some of the mean-reverting processes affecting the spot price evolution converges to zero. The decay rate is explicitly calculated. This is achieved by exploiting the additive structure of the electricity price process in orde
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10

Zahid, Shumaila, Wisha Nadeem, and Hamza Sarwer. "The Price of Power: How Firm’s Market Power Affects Perceived Fairness of Price Increases." Journal of Educational Paradigms 1, no. 1 (2019): 13–17. http://dx.doi.org/10.47609/0101022019.

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How does? Market power effect the consumer purchase attention and buying behavior? To answer our research question in hypothetically and significant important perspective of price increase, we illustrate that (i) when the price increase is due to cost of goods sold consumer price fairness observation will decay with market power (ii) this fairness issue increase due to greater awareness of controllability of the firms with high market power (iii) when the price increase is not in the control of firms (and in this way saw as similarly reasonable for firms. with high and low market power). In ou
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Dissertations / Theses on the topic "Decoy pricing"

1

Evgenyeva, Ekaterina. "Decoy pricing." Master's thesis, 2019. http://www.nusl.cz/ntk/nusl-429288.

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Evgenyeva, E. Decoy pricing. Master thesis. Brno: Mendel University, 2019. This diploma thesis deals with the cognitive bias Decoy pricing, which is currently the subject of interest for companies working in retail. The tenets of the decoy effect on consumer behavior are analyzed in detail in the literature review, the findings of research and experiments are also taken into account in this part. The analytical part of the thesis is focused on exploring the connection of respondents choice with respect to generation, gender, product group and other variables. After determining the general con
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