How can you use sensitivity analysis to assess pricing risks?

Dec 1, 2023 ... Understanding How the Flash Clashes are Affected in an Asymmetric Informational Market with Agent-based Modelling ... price crash in a ... Feb 14, 2018 ... “Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing.” Journal of Finance, 59 (2004), 1743–1775.CrossRefGoogle ... Still, equilibrium in AIG models does seem to involve another quan- tum leap beyond, say, rational expectations models with informative prices. As game models, ... Evaluation procedures are suggested, or information is provided, to quantify and cost how well a design achieves each of these aims. Since there is no ... ... information good. Pricing strategies for information goods. A sound (and creative) pricing/price-discrimination strategy is critical for sellers of information ... We doc- ument that the information content of asset prices changes with ESG investing. We then develop a rational expectations equilibrium model in which ... Open-economy models with price stickiness and local-currency pricing often require an average duration above 4 quarters to approximate those stylized facts. I ... information to devise strategies to generate better returns. Palavras-chave: social networks, information asymmetry, pricing of shares. ISSN 1808-057X. DOI ... May 22, 2018 ... A seller commits to a pricing strategy, while buyers arrive exogenously and decide when to make a one-time purchase. „e seller does not know how ... Grossman elaborates a new model of economic equilibrium that casts a dual role for prices both as constraints that affect the immediate costs or benefits of ...