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Theory of Rational Option Pricing

World Scientific Reference on Contingent Claims Analysis in Corporate Finance, 2015
The long history of the theory of option pricing began in 1900 when the French mathematician Louis Bachelier deduced an option pricing formula based on the assumption that stock prices follow a Brownian motion with zero drift.
R. C. Merton
semanticscholar   +1 more source

Capacity Pricing

Econometrica, 1985
We study the problem of optimal pricing for a bundle of services characterized by two attributes (e.g., quantity and quality) and subject to capacity limitations or peakloading. An application is to services that take the form of a load-duration curve. Using separability assumptions on the demand and cost functions, we derive the optimal pricing policy
Oren, Shmuel S   +2 more
openaire   +1 more source

Pricing of Wireless Services: Service Pricing vs. Traffic Pricing

Information Systems Research, 2010
As the ability to measure technology resource usage gets easier with increased connectivity, the question whether a technology resource should be priced by the amount of the resource used or by the particular use of the resource has become increasingly important. We examine this issue in the context of pricing of wireless services: should the price be
Atanu Lahiri   +2 more
openaire   +1 more source

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