Dark wave, rogue wave and perturbation solutions of Ivancevic option pricing model
Sign Up to like & getrecommendations! Published in 2021 at "Nonlinear Dynamics"
DOI: 10.1007/s11071-021-06642-6
Abstract: Under investigation in this paper is the Ivancevic option pricing model. Based on trial function method, rogue wave and dark wave solutions are constructed. By means of symbolic computation, these analytical solutions are obtained with… read more here.
Keywords: pricing model; ivancevic option; option pricing;
Hedonic pricing model of assessed and market land values: A case study in Bangkok metropolitan area, Thailand
Sign Up to like & getrecommendations! Published in 2020 at "Case studies on transport policy"
DOI: 10.1016/j.cstp.2018.09.008
Abstract: Abstract Bangkok Metropolitan Area, the capital of Thailand, is known as one of the world’s most traffic-congested cities. Lots of transport-related projects to alleviate traffic congestion especially rapid transit system always require an amount of… read more here.
Keywords: metropolitan area; area; bangkok metropolitan; pricing model ... See more keywords
Defining an intrinsic “stickiness” parameter of stock price returns
Sign Up to like & getrecommendations! Published in 2020 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2020.124464
Abstract: Abstract We introduce a non-linear pricing model of individual stock returns that defines a ”stickiness” parameter of the returns. The pricing model resembles the capital asset pricing model (CAPM) used in finance but has a… read more here.
Keywords: pricing model; price; stickiness parameter; stock ... See more keywords
Response to proposal for a novel cancer drug pricing model
Sign Up to like & getrecommendations! Published in 2018 at "Nature Reviews Clinical Oncology"
DOI: 10.1038/s41571-018-0062-7
Abstract: In their recent News & Views article (Sustainability and affordability of cancer drugs: a novel pricing model. Nat. Rev. Clin.Oncol. 15, 405–406 (2018))1, Uyl- De Groot and Lowenberg outline a new universal algorithm for setting… read more here.
Keywords: pricing model; drug; drug pricing; cancer ... See more keywords
The Capital Asset Pricing Model and the Efficient Markets Hypothesis: The Compelling Fairy Tale of Contemporary Financial Economics
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Political Economy"
DOI: 10.1080/08911916.2018.1517462
Abstract: Abstract The Capital Asset Pricing Model and the Efficient Markets Hypothesis, two central aspects of the theorizing of contemporary financial economics, have been subject to a barrage of specific criticisms but remain resilient and indeed… read more here.
Keywords: pricing model; asset pricing; financial economics; contemporary financial ... See more keywords
Behavioural heterogeneity in the capital asset pricing model with an application to the low-beta anomaly
Sign Up to like & getrecommendations! Published in 2020 at "Applied Economics Letters"
DOI: 10.1080/13504851.2020.1761529
Abstract: ABSTRACT This study extends the capital asset pricing model (CAPM) to situations where a subset of investors is not the mean-variance optimizers. The security market line (SML) relationship of the CAPM is shown to hold… read more here.
Keywords: pricing model; asset pricing; low beta; beta ... See more keywords
E-Learning Pricing Model Policy for Higher Education
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Access"
DOI: 10.1109/access.2023.3266954
Abstract: The technological advancement in learning has made it possible for students to study beyond space and time restrictions, known as online learning. Impacted by the pandemic for an extended period, most students have adapted to… read more here.
Keywords: online learning; model policy; learning pricing; course ... See more keywords
Decentralized Cloud-SDN Architecture in Smart Grid: A Dynamic Pricing Model
Sign Up to like & getrecommendations! Published in 2018 at "IEEE Transactions on Industrial Informatics"
DOI: 10.1109/tii.2017.2742147
Abstract: Smart grids (SG) energy management system and electric vehicle (EV) have gained considerable reputation in recent years. This has been enabled by the high growth of EVs on roads; however, this may lead to a… read more here.
Keywords: pricing model; decentralized cloud; dynamic pricing; architecture ... See more keywords
Capitated pricing model for stroke thrombectomies: a single center experience across three companies
Sign Up to like & getrecommendations! Published in 2020 at "Journal of NeuroInterventional Surgery"
DOI: 10.1136/neurintsurg-2020-016160
Abstract: Background With a continued rise in healthcare expenditures, there is a demonstrable focus on curbing expenses. Mechanical thrombectomy (MT) is the standard of treatment for large vessel occlusions (LVOs); however, considerable costs are associated with… read more here.
Keywords: pricing model; capitated pricing; model; capitation ... See more keywords
New Evidence to Assess the Asset Pricing Model: An Empirical Investigation Based on Bayesian Network
Sign Up to like & getrecommendations! Published in 2020 at "Review of Pacific Basin Financial Markets and Policies"
DOI: 10.1142/s0219091520500216
Abstract: An extensive, in-depth study of risk factors seems to be of crucial importance in the research of the financial market in order to prevent (or reduce) the chance of developing this return. It repre... read more here.
Keywords: new evidence; pricing model; asset pricing; evidence assess ... See more keywords
The Stochastic Volatility Option Pricing Model: Evidence from a Highly Volatile Market
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Asian Finance, Economics and Business"
DOI: 10.13106/jafeb.2021.vol8.no2.0685
Abstract: This study explores the impact of stochastic volatility in option pricing. To be more specific, we compare the option pricing performance between stochastic volatility option pricing model, namely, Heston option pricing model and standard Black-Scholes… read more here.
Keywords: pricing; pricing model; volatility; option pricing ... See more keywords