Optimal 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
NOTERd filesr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64
checkRd: (-1) plot.AssetPricing.Rd:199-200: Lost braces
199 | yakka. (Note that \code{flap} stands for dQuote{function list
| ^NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Rolf Turner <r.turner@auckland.ac.nz>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Rolf",
family = "Turner",
role = c("aut", "cre"),
email = "r.turner@auckland.ac.nz")
as necessary.
Package CITATION file contains call(s) to old-style personList() or
as.personList(). Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry(). Please
use bibentry() instead.- NOTE13 NOTENow
- NOTE14 NOTE2026-03-10
Documentation
- Help pages
- 5 (1 internal)
- Examples that run
- 75%3 run in a plain check · 1 never run
- Exported functions with examples
- 80%
- Documented parameters
- 75%
- Return-value docs
- 80%
- Help pages citing references
- 80%
Downloads
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- 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
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Package metadata
- First published
- 2012-11-07
- Total releases
- 9 / 14 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 0.99
- Download size
- 82 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("AssetPricing")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.18637/jss.v058.i11.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.