AssetPricing v1.0-1


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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.

Functions in AssetPricing

Name Description
buildS Build a piecewise linear price sensitivity function
AssetPricing-internal Internal AssetPricing functions
xsolve Optimal pricing policy
vsolve Solve for expected value of assets.
plot.AssetPricing Plot a list of asset pricing functions.
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Date 2018-04-01
License GPL (>= 2)
NeedsCompilation no
Packaged 2018-04-01 00:14:40 UTC; rolf
Repository CRAN
Date/Publication 2018-04-01 03:05:35 UTC
imports deSolve , polynom
depends R (>= 0.99)
Contributors Rolf Turner

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