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Will Smart Pricing Finally Take Off? [chapter]

Andrew Odlyzko
<span title="2014-10-24">2014</span> <i title="John Wiley &amp; Sons, Inc."> Smart Data Pricing </i> &nbsp;
The influence of such factors on advisability of various pricing strategies is then considered.  ...  Smart pricing" has been the goal of the networking research community and the telecommunications industry for decades. Yet it has also proved remarkably hard to achieve.  ...  dramatic price escalation.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1002/9781118899250.ch1">doi:10.1002/9781118899250.ch1</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/rkch7z5jsfe3vdurh4hlgoppmy">fatcat:rkch7z5jsfe3vdurh4hlgoppmy</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20151106054654/http://www.dtc.umn.edu:80/~odlyzko/doc/smart.pricing.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/eb/9f/eb9fb4f5297c626eee0ddb74b6c6d8e72255c9e6.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1002/9781118899250.ch1"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> wiley.com </button> </a>

Price of Asymptotic Safety [article]

Andrew D. Bond, Daniel F. Litim
<span title="2019-05-02">2019</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
Price of interacting fixed points.  ...  We conclude that nonabelian gauge fields are the price for any particle theory to remain strictly perturbative and predictive at asymptotically high energies.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1801.08527v2">arXiv:1801.08527v2</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/c5bhayievrfgxcwlode6nry2fy">fatcat:c5bhayievrfgxcwlode6nry2fy</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20191019193332/https://arxiv.org/pdf/1801.08527v2.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/76/bb/76bbf824dcdd915759be50fc2b3abbb3658e8684.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1801.08527v2" title="arxiv.org access"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> arxiv.org </button> </a>

Do Oil Futures Prices Help Predict Future Oil Prices?

Andrew H. McCallum, Tao Wu
<span title="">2005</span> <i title="Elsevier BV"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/tol7woxlqjeg5bmzadeg6qrg3e" style="color: black;">Social Science Research Network</a> </i> &nbsp;
Tao Wu Andrew McCallum Economist Research Associate Figure 1 1 Risk premium for oil futures prices  ...  Oil futures prices and spot oil prices Oil futures prices reflect the price that both the buyer and the seller agree will be the price of oil upon delivery.Therefore, these prices provide direct information  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.1967966">doi:10.2139/ssrn.1967966</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/kp2fwyg6wnaulijepagiwtgyoa">fatcat:kp2fwyg6wnaulijepagiwtgyoa</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20170922213525/http://www.frbsf.org/economic-research/files/el2005-38.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/37/f1/37f15c51871c6e543c53ad181e82994f7191c749.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.1967966"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> ssrn.com </button> </a>

Commodity Price Stabilization: The Price Uncertainty Case

G. C. Van Kooten, Andrew Schmitz
<span title="">1985</span> <i title="JSTOR"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/odmctap4anhjzp5pmgazhmpks4" style="color: black;">Canadian Journal of Economics</a> </i> &nbsp;
Unpublished M Sc thesis, University of Saskatchewan Schmitz, Andrew (1984) 'Commodity price stabilization: theory and applications.' Mimeo,  ...  In this paper, the Waugh-Oi-Massell approach to analysing the welfare effects of price stabilization is extended to consider the case of price uncertainty, not just price instability.  ...  Van Kooten and Andrew Schmitz APPENDIX: EMPIRICAL ESTIMATES OF THE EFFECTS OF PRICE STABILIZATION We consider two empirical examples to illustrate the magnitude of the Massell measures of income distribution  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2307/135146">doi:10.2307/135146</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/fk4ms3szobctnj3uz6rf2ghagu">fatcat:fk4ms3szobctnj3uz6rf2ghagu</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20180418031732/http://web.uvic.ca:80/~kooten/Publications/Kooten&amp;SchmitzCJE(May1985).pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/44/ba/44ba01b5df735fcf0838a350398ecb8490bfeee8.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2307/135146"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> jstor.org </button> </a>

The price of lice

Andrew A. Rosenberg
<span title="">2008</span> <i title="Springer Nature"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/drfdii35rzaibj3aml5uhvr5xm" style="color: black;">Nature</a> </i> &nbsp;
AQUACULTURE The price of lice Andrew A. Rosenberg Wild salmon stocks in Canadian coastal waters are being severely affected by parasites from fish farms.  ...  ■ Andrew A.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1038/451023a">doi:10.1038/451023a</a> <a target="_blank" rel="external noopener" href="https://www.ncbi.nlm.nih.gov/pubmed/18172486">pmid:18172486</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/6m2kls3ifjbu3h2h2hbtmkqcvi">fatcat:6m2kls3ifjbu3h2h2hbtmkqcvi</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20210718154634/https://www.nature.com/articles/451023a.pdf?error=cookies_not_supported&amp;code=ee2cbaef-63ac-4fc2-90c9-4785c9826ebf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/2b/bc/2bbcf0724f661b7e9f71a8b8c46843f030d4f5d4.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1038/451023a"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> nature.com </button> </a>

Pricing-to-Market, Trade Costs, and International Relative Prices

Andrew Atkeson, Ariel Burstein
<span title="">2008</span> <i title="American Economic Association"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/bojtqg4oivfl3l45ru7qo5exze" style="color: black;">The American Economic Review</a> </i> &nbsp;
Data on international relative prices from industrialized countries show large and systematic deviations from relative purchasing power parity.  ...  We then examine how pricing-to-market depends on the presence of international trade costs and various features of market structure. * We thank George Alessandria, V., and three anonymous referees for  ...  prices relative to foreign producer prices.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1257/aer.98.5.1998">doi:10.1257/aer.98.5.1998</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/r2feu4tmknb67hrinblngqbviu">fatcat:r2feu4tmknb67hrinblngqbviu</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20100215031028/http://www.econ.ucla.edu:80/arielb/ABPricingtoMarket.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/1b/81/1b8162ed1aebde8c5bf03836996510c9568f1b8a.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1257/aer.98.5.1998"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> Publisher / doi.org </button> </a>

Home Price Indexes for Homes in Different Price Tiers: Biases and Corrections

Andrew Leventis
<span title="">2012</span> <i title="Elsevier BV"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/tol7woxlqjeg5bmzadeg6qrg3e" style="color: black;">Social Science Research Network</a> </i> &nbsp;
Under the repeat-transactions framework for constructing house price indexes, the paper analyzes the technical challenges associated with producing unbiased price indexes for homes in distinct price tiers  ...  Some are shown to be susceptible to meanreversion-related biases (under-or over-statement of price changes) when home prices reflect "true" home values plus transactions-related noise.  ...  price range.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.2142864">doi:10.2139/ssrn.2142864</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/k7mgw4ijxvd4la4znyukcxissi">fatcat:k7mgw4ijxvd4la4znyukcxissi</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20190430180529/https://www.fhfa.gov/PolicyProgramsResearch/Research/PaperDocuments/2012-09_WorkingPaper_12-1_N508.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/1d/78/1d78f7ea7f069734cea5f21488f3097dc3dfcbcb.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.2142864"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> ssrn.com </button> </a>

ANDREWS, C. MCLEAN. The Colonial Period. Pp. vii, 256. Price, 50 cents. New York: Henry Holt and Company, 1912

<span title="">1913</span> <i title="SAGE Publications"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/5lz5l6qvbvhgrpmoluilfn2zee" style="color: black;">The Annals of the American Academy of Political and Social Science</a> </i> &nbsp;
ANDREWS, C. MCLEAN. The Colonial Period. Pp. vii, 256. Price, 50 cents. New York: Henry Holt and Company, 1912.  ...  Price, $1.50. New York: Macmillan Company, 1913.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1177/000271621304900126">doi:10.1177/000271621304900126</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/665atz2pbnfxramrgan5btjjji">fatcat:665atz2pbnfxramrgan5btjjji</a> </span>
<a target="_blank" rel="noopener" href="https://archive.org/download/crossref-pre-1923-scholarly-works/10.1177%252F000271621204000172.zip/10.1177%252F000271621304900126.pdf" title="fulltext access" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> File Archive <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/14/75/1475e4627f5675b8d833666b5d33c199ab4a42eb.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1177/000271621304900126"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> sagepub.com </button> </a>

Whither the Price of Bitcoin?

David Andolfatto, Andrew Spewak
<span title="">2019</span> <i title="Federal Reserve Bank of St. Louis"> Economic Synopses </i> &nbsp;
If the demand for money remains unchanged, then the price level must rise.  ...  . 5 To sum up, economic theory predicts that the price dynamic of an unbacked asset is likely to be highly volatile and inherently unforecastable. 6 While Bitcoin's price is not likely to fall to zero  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.20955/es.2019.1">doi:10.20955/es.2019.1</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/ppsd7666tjd3pcau72daikutve">fatcat:ppsd7666tjd3pcau72daikutve</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20190427165442/https://files.stlouisfed.org/files/htdocs/publications/economic-synopses/2019/01/11/whither-the-price-of-bitcoin.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/3c/f1/3cf1c5bc9fb874f52403a9adc3bcfbc7f0b2d591.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.20955/es.2019.1"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> Publisher / doi.org </button> </a>

Regulatory-Compliant Derivatives Pricing is Not Risk-Neutral [article]

Chris Kenyon, Andrew Green
<span title="2014-08-12">2014</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
Hence Regulatory-compliant pricing is not risk-neutral. This has implications for exit prices and mark-to-market.  ...  Thus regulation has fundamentally changed pricing theory. Exit prices can be approached with this new understanding, i.e. as idiosyncratic-flat prices.  ...  Thus idiosyncratic prices are not inconsistent with the market, instead they are exactly the expression of its heterogeneity. Markets have observable prices, e.g. executable screen prices.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1311.0118v2">arXiv:1311.0118v2</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/sjnr2n7q4fgtznusq67jiwjp4q">fatcat:sjnr2n7q4fgtznusq67jiwjp4q</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20191012030337/https://arxiv.org/pdf/1311.0118v2.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/a1/1b/a11bc3bb95fb9496bb0dbdf8a72188d91d644687.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1311.0118v2" title="arxiv.org access"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> arxiv.org </button> </a>

Estimation of Several Political Action Effects of Energy Prices [article]

Andrew B. Whitford
<span title="2015-02-25">2015</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
One important effect of price shocks in the United States has been increased political attention paid to the structure and performance of oil and natural gas markets, along with some governmental support  ...  This paper describes how price changes helped lead the emergence of a political agenda accompanied by several interventions, as revealed through Granger causality tests on change in the legislative agenda  ...  For oil and petroleum products, this was caused by OPEC's curtailments and price increases, although other price increases were due to price deregulation and fuel switching.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1502.07265v1">arXiv:1502.07265v1</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/y2hrt7irq5c3jikf3jygb5g2iu">fatcat:y2hrt7irq5c3jikf3jygb5g2iu</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200829234722/https://arxiv.org/ftp/arxiv/papers/1502/1502.07265.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/6b/5c/6b5c53e43ac160fb5744d8a35f6f0142f36f7195.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1502.07265v1" title="arxiv.org access"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> arxiv.org </button> </a>

Price Tracer System

Nakayiza Shamim, Nabakooza Jariat, Nabunya Lilian, Nakirya Joselyn, Mr. Gaherwa Andrew, Miss Mary Nsabagwa
<span title="2018-06-26">2018</span> <i title="Zenodo"> Zenodo </i> &nbsp;
This solution is the Price Tracer System. For more information about the survey see the paper below.  ...  in peak in price competition, anytime.  ...  inadequate information about prices of wholesalers.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.5281/zenodo.1298451">doi:10.5281/zenodo.1298451</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/gprnogl3s5hwlmxfazid7rx3li">fatcat:gprnogl3s5hwlmxfazid7rx3li</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20201226123120/https://zenodo.org/record/1298452/files/PAPER.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/aa/26/aa26dec1059a3ec6e566971ca70bb532b0a19b09.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.5281/zenodo.1298451"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> zenodo.org </button> </a>

Path Dependent Option Pricing: the path integral partial averaging method [article]

Andrew Matacz
<span title="2000-05-19">2000</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
In this paper I develop a new computational method for pricing path dependent options.  ...  Using the path integral representation of the option price, I show that in general it is possible to perform analytically a partial averaging over the underlying risk-neutral diffusion process.  ...  The option price is obtained more accurately since all possible price paths are included in the simulation.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/cond-mat/0005319v1">arXiv:cond-mat/0005319v1</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/5w52aksbd5ckfglcfnnx2qkdqm">fatcat:5w52aksbd5ckfglcfnnx2qkdqm</a> </span>
<a target="_blank" rel="noopener" href="https://archive.org/download/arxiv-cond-mat0005319/cond-mat0005319.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> File Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/e4/cf/e4cf9377505c6ae374e78582454322aac78c503e.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/cond-mat/0005319v1" title="arxiv.org access"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> arxiv.org </button> </a>

Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

Yacine Aït-Sahalia, Andrew W. Lo
<span title="">1998</span> <i title="Wiley"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/ykgikrluhvhshcs6aeciz7errq" style="color: black;">Journal of Finance</a> </i> &nbsp;
Implicit in the prices of traded financial assets are Arrow-Debreu prices or, with continuous states, the state-price density (SPD).  ...  This estimator provides an arbitrage-free method of pricing new, complex, or illiquid securities while capturing those features of the data that are most relevant from an asset-pricing perspective, for  ...  prices.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1111/0022-1082.215228">doi:10.1111/0022-1082.215228</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/zamkndk5mfhvlg5or3wqlmyppq">fatcat:zamkndk5mfhvlg5or3wqlmyppq</a> </span>
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Continuity of the equilibrium price density and its uses in peak-load pricing

Anthony Horsley, Andrew J. Wrobel
<span title="">2005</span> <i title="Springer Nature"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/ctdypx5b5vc7dgs6m6avzta2e4" style="color: black;">Economic Theory</a> </i> &nbsp;
price space.  ...  ., just after a price drop (or just before a price jump).  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1007/s00199-004-0568-3">doi:10.1007/s00199-004-0568-3</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/7t4e2ztlyvgk5p76tgonxgyhiq">fatcat:7t4e2ztlyvgk5p76tgonxgyhiq</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20130721105934/http://eprints.lse.ac.uk/19330/1/Continuity_of_the_Equilibrium_Price_Density_and_its_Uses_in_Peak-Load_Pricing.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/91/59/9159d848d857f3a4d212cca2f9162791cfc87e7a.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1007/s00199-004-0568-3"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> springer.com </button> </a>
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