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AssetPricing
View on CRAN: Click
here
Download and install AssetPricing package within the R console
Install from CRAN:
install.packages("AssetPricing")
Install from Github:
library("remotes")
install_github("cran/AssetPricing")
Install by package version:
library("remotes")
install_version("AssetPricing", "1.0-3")
Attach the package and use:
library("AssetPricing")
Maintained by
Rolf Turner
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-11-07
Latest Update: 2021-10-07
Description:
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.
How to cite:
Rolf Turner (2012). AssetPricing: Optimal Pricing of Assets with Fixed Expiry Date. R package version 1.0-3, https://cran.r-project.org/web/packages/AssetPricing. Accessed 06 Nov. 2024.
Previous versions and publish date:
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Other R packages that AssetPricing depends,
imports, suggests or enhances
Complete documentation for AssetPricing
Functions, R codes and Examples using
the AssetPricing R package
Some associated functions: AssetPricing-internal . buildS . plot.AssetPricing . vsolve . xsolve .
Some associated R codes: First.R . a2sf.R . buildS.R . cev.R . declareGlobals.R . findSolType.R . getPossPrices.R . getS.R . i2qj.R . initx.R . newt.R . plot.AssetPricing.R . plot.R . plot.default.R . plot.flap.R . plot.stepfun.R . progRep.R . putAway.R . qj2i.R . scrF.R . scrG.R . turnPts.R . vsolve.R . vupdate.R . xsolve.R . xsolve.cont.R . xsolve.disc.R . xsolve.pwl.R . Full AssetPricing package functions and examples
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