scholarly journals A subdiffusive Lévy model for pricing power options in illiquid markets

2007 ◽  
Author(s):  
Burkart Mönch ◽  
Norman Seeger
Keyword(s):  

2021 ◽  
pp. 1-11
Author(s):  
Guilian Wang ◽  
Liyan Zhang ◽  
Jing Guo

This paper try to fully reveal the key factors affecting the the level of AMT application in micro- and small enterprises (MSEs) from its organizational factors by ordinal logistic regression. The results show that MSEs have a relatively high level of AMT application as a whole due to the maturity and cost reduction of basic technologies such as artificial intelligence, digital manufacturing and industrial robots. In this paper we propose manufacturing world analysis at Application using Logistic Regression and best AMT selection using Fuzzy-TOPSIS Integration approach.Considering the influence mechanism of each factor, the important factors that affect the application level of AMT are the enterprise’s market pricing power, the main production types, technical, market and management capabilities, organization development incentives and the interaction with external stakeholders. Based on the results above, the following policy implications are proposed: further expanding the customized production in MSEs to gradually improve the market pricing power, expanding the core competence of enterprises, enhancing the employee autonomy, and strengthening the interaction with industry organizations.


Energy ◽  
2009 ◽  
Vol 34 (9) ◽  
pp. 1378-1386 ◽  
Author(s):  
Barbara E. Baarsma ◽  
J. Peter Hop

2021 ◽  
Vol 7 (5) ◽  
pp. 3462-3469
Author(s):  
Fan Enze

Objectives: In order to study the communication channels and modes of tobacco brands, cigarette rolling brand marketing strategy under the new normal of tobacco economy is researched in this paper. Methods: T city is selected as the research sample of cigarette brand construction and marketing. Through the analysis of the current situation of T City, this paper puts forward the guiding ideology of cigarette cultivation, and puts forward the basic strategy system of brand marketing. Results: Brand building is a scientific process. The tobacco industry must avoid brand building speculation, because the opportunity cost of brand reconstruction is huge, and there is a risk of completely losing market dominance. The foundation of brand building is to convert the buying point with zero cost selected by target customers into the selling point of products to obtain pricing power. Conclusion: The advantages of tobacco brand’s own products should be transmitted to target customers through planning from three aspects: the first is to clarify the competitive advantages of its own products; the second is to refine the core value of the brand; the third is the dissemination of brand positioning.


2004 ◽  
Vol 07 (04) ◽  
pp. 493-507 ◽  
Author(s):  
Dick Davies ◽  
David Hillier ◽  
Andrew Marshall ◽  
King Fui Cheah

This paper compares the theoretical price of interest rate swaps implied from the yield curve with the actual Kuala Lumpur Interbank Offer Rates used for swap resets in the Malaysian swap market for both semi-annual and annual interest rate swaps between 1996 and 2002. As far as we are aware no previous paper has considered pricing swaps in a less established derivative markets. Our empirical results indicate significant and persistent differences between the theoretical implied price and the actual reset price for both swaps over the sample period. This finding has implications for traders and banks in pricing swaps in Malaysia and more generally for pricing swaps in less established or illiquid markets or where capital controls have been introduced.


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