AssetPricing (1.0-1)

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Optimal Pricing of Assets with Fixed Expiry Date.

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.

Maintainer: Rolf Turner
Author(s): Rolf Turner <>

License: GPL (>= 2)

Uses: deSolve, polynom

Released over 1 year ago.

7 previous versions



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