Package: AssetPricing
Version: 1.0-3
Date: 2021-10-08
Title: Optimal Pricing of Assets with Fixed Expiry Date
Author: Rolf Turner <r.turner@auckland.ac.nz>
Maintainer: Rolf Turner <r.turner@auckland.ac.nz>
Depends: R (>= 0.99)
Imports: polynom, deSolve
Description: 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.
License: GPL (>= 2)
URL: http://www.stat.auckland.ac.nz/~rolf/
NeedsCompilation: no
Packaged: 2021-10-07 20:21:22 UTC; rolf
Repository: CRAN
Date/Publication: 2021-10-07 20:40:11 UTC
Built: R 4.6.0; ; 2026-04-26 11:37:45 UTC; unix
