Revenue Management under General Discrete Choice Model of Consumer Behavior
RECERCAT - Dipòsit de Recerca de Catalunya
there are few models or methodologies available to exploit this phenomenon within yieldmanagement systems. We make some progress on filling this void. Specifically, we develop a model of yieldmanagement in which the buyers' behavior is modeled...
1 Opinión
Risk Management under a Two-Factor Model of the Term Structure of Interest Rates
RECERCAT - Dipòsit de Recerca de Catalunya
Colabora: Universitat Pompeu Fabra. Departament d'Economia i Empresa Autor/es: Manuel Moreno; Resumen : This paper presents several applications to interest rate risk management based on a two-factor continuous-time model of the term structure of...
