AssetPricing
1.0-3Optimal Pricing of Assets with Fixed Expiry Date
Overview
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.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE r-devel-linux-x86_64-fedora-clang
- NOTE r-devel-linux-x86_64-fedora-gcc
- NOTE r-devel-windows-x86_64
- NOTE r-oldrel-macos-arm64
- NOTE r-oldrel-macos-x86_64
- NOTE r-oldrel-windows-x86_64
- NOTE r-patched-linux-x86_64
- NOTE r-release-linux-x86_64
- NOTE r-release-macos-arm64
- NOTE r-release-macos-x86_64
- NOTE r-release-windows-x86_64
- NOTE2026-03-100 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 75%
- Documented parameters
- 75%
- Return-value docs
- 80%
- References docs
- 80%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
Author records are not tracked yet for this package.
9 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.0-3Latest
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.0-12018-04-01 · diff ↗
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- 1.0-02014-06-13 · diff ↗
- RR 3.1.0 released · 2014-04-10
Package metadata
- First published
- 2012-11-07
- Total releases
- 9 / 14 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 0.99
- Download size
- 82 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("AssetPricing")Cite the R Observatory
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