The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
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.
| Version: | 1.0-3 |
| Depends: | R (≥ 0.99) |
| Imports: | polynom, deSolve |
| Published: | 2021-10-07 |
| DOI: | 10.32614/CRAN.package.AssetPricing |
| Author: | Rolf Turner |
| Maintainer: | Rolf Turner <r.turner at auckland.ac.nz> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.stat.auckland.ac.nz/~rolf/ |
| NeedsCompilation: | no |
| Citation: | AssetPricing citation info |
| Materials: | ChangeLog |
| CRAN checks: | AssetPricing results |
| Reference manual: | AssetPricing.pdf |
| Package source: | AssetPricing_1.0-3.tar.gz |
| Windows binaries: | r-devel: AssetPricing_1.0-3.zip, r-release: AssetPricing_1.0-3.zip, r-oldrel: AssetPricing_1.0-3.zip |
| macOS binaries: | r-release (arm64): AssetPricing_1.0-3.tgz, r-oldrel (arm64): AssetPricing_1.0-3.tgz, r-release (x86_64): AssetPricing_1.0-3.tgz, r-oldrel (x86_64): AssetPricing_1.0-3.tgz |
| Old sources: | AssetPricing archive |
Please use the canonical form https://CRAN.R-project.org/package=AssetPricing to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.