AssetPricing: Optimal Pricing of Assets with Fixed Expiry Date

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.

Version: 1.0-3
Depends: R (≥ 0.99)
Imports: polynom, deSolve
Published: 2021-10-07
DOI: 10.32614/CRAN.package.AssetPricing
Author: Rolf Turner
Maintainer: Rolf Turner <r.turner at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: AssetPricing citation info
Materials: ChangeLog
CRAN checks: AssetPricing results


Reference manual: AssetPricing.pdf


Package source: AssetPricing_1.0-3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): AssetPricing_1.0-3.tgz, r-oldrel (arm64): AssetPricing_1.0-3.tgz, r-release (x86_64): AssetPricing_1.0-3.tgz, r-oldrel (x86_64): AssetPricing_1.0-3.tgz
Old sources: AssetPricing archive


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