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61.
Burg B 《Medical economics》1993,70(19):40-2, 45-6, 48 passim
62.
Pollack BH 《Medical economics》1993,70(4):159-60, 162-3
63.
Jackknifing Bond Option Prices 总被引:2,自引:0,他引:2
Prices of interest rate derivative securities depend cruciallyon the mean reversion parameters of the underlying diffusions.These parameters are subject to estimation bias when standardmethods are used. The estimation bias can be substantial evenin very large samples and much more serious than the discretizationbias, and it translates into a bias in pricing bond optionsand other derivative securities that is important in practicalwork. This article proposes a very general and computationallyinexpensive method of bias reduction that is based on Quenouille's(1956; Biometrika, 43, 353360) jackknife. We show howthe method can be applied directly to the options price itselfas well as the coefficients in the models. We investigate itsperformance in a Monte Carlo study. Empirical applications toU.S. dollar swap rates highlight the differences between bondand option prices implied by the jackknife procedure and thoseimplied by the standard approach. These differences are largeand suggest that bias reduction in pricing options is importantin practical applications. 相似文献
64.
Advertised food specials may be deceptive to consumers who mistake the advertised prices as reduced prices. Of all the advertised food specials examined in this research, at least 13 percent and as many as 25 percent of those advertised in newspapers were not reduced in price. 相似文献
65.
C. B. Bhattacharya 《Journal of the Academy of Marketing Science》1998,26(1):31-44
This article seeks to gain an understanding of how members’ characteristics relate to lapsing behavior in paid membership
contexts. Literatures such as social identity theory are used to propose hypotheses that are tested using a hazard rate model
on archival data pertaining to 7,798 members of an art museum. The results indicate that the hazard of lapsing is lowered
with increasing duration, participation in special interest groups whose goals are related to those of the focal organization,
gift frequency, and increasing interrenewal times. Conversely, members who have downgraded their membership level in the past,
those who have participated in special interest groups whose goals are unrelated to those of the focal organization, and those
who received their membership as a gift are more likely to lapse.
C. B. Bhattacharya is an assistant professor of marketing at the Goizueta Business School of Emory University. His Ph.D. in marketing is from
The Wharton School, University of Pennsylvania. His research interests include brand loyalty and brand health, customer retention,
and organizational identification and disidentification. He has published in theJournal of Marketing, International Journal of Research in Marketing, Journal of Retailing and Consumer Services, Marketing
Letters, and other journals. During the past few years, students in his marketing research course have addressed real problems for
over 30 nonprofits. In 1995, he received The Emory Williams Distinguished Teaching Award, which is the highest teaching honor
conferred by Emory University. 相似文献
66.
67.
68.
The current drought in central and southern Africa has focused attention on issues relating to the provision and supply of potable water. In the case of Bulawayo, Zimbabwe's second city, there is the very real prospect that water supplies may be exhausted before the onset of the next rainy season. This paper explores the background to this problem and shows how poor planning, financial constraints, and political intransigence have failed to keep pace with a policy aimed at the provision of water to the inhabitants in this expanding urban environment Alternative sources of supply. in particular a pipeline to the Zambezi River, are also investigated. 相似文献
69.
RICHARD B. CORBETT 《The Journal of consumer affairs》1978,12(2):373-380
Several indexes for comparing the cost of life insurance policies are currently available. A variety of criticisms of these indexes has been offered. This paper identifies an additional problem: consumers may lack confidence in index values because they do not reconcile with data about company performance (e.g., lapse ratios, returns on invested assets). Analysis results suggest that policy costs are as much a function of actuarial manipulation for marketing advantage as of commonly cited textbook factors (mortality, interest, expenses) and competitive factors (lapse ratio, average policy size). 相似文献
70.
F. B. GREEN 《The Journal of consumer affairs》1978,12(2):364-372
A breakeven point analysis of selected modes of recreational travel in which the costs of ownership and travel use of representative self-contained recreation vehicles are compared with the costs of lodging and travel by private automobile. 相似文献