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Personalized pricing is a business strategy to charge different prices to individual consumers based on their characteristics and behaviors. It has become common practice in many industries nowadays due to the availability of a growing…

Computers and Society · Computer Science 2022-02-22 Renzhe Xu , Xingxuan Zhang , Peng Cui , Bo Li , Zheyan Shen , Jiazheng Xu

Motivated by Germany's April 2026 fuel price regulation, in this note I study a two-period pricing problem with demand uncertainty and a rule that prohibits more than one price increase during the day. Under flexible pricing, the firm…

Theoretical Economics · Economics 2026-04-21 Philipp Denter

This paper analizes the optimal level of transfer pricing manipulation when the expected tax penalty is a function of the tax enforcement and the market price parameter. The arm's length principle implies the existence of a range of…

Economics · Quantitative Finance 2015-08-18 Alex Augusto Timm Rathke

Prepayment risk embedded in fixed-rate mortgages forms a significant fraction of a financial institution's exposure. The embedded prepayment option bears the same interest rate risk as an exotic interest rate swap with a suitable stochastic…

Pricing of Securities · Quantitative Finance 2025-07-14 Leonardo Perotti , Lech A. Grzelak , Cornelis W. Oosterlee

We introduce and study a simple model of a limit order-driven market. Traders in this model can either trade at the market price or place a limit order, i.e. an instruction to buy (sell) a certain amount of the stock if its price falls…

Statistical Mechanics · Physics 2009-10-31 Sergei Maslov

Suppliers of differentiated goods make simultaneous pricing decisions, which are strategically linked. Because of market power, the equilibrium is inefficient. We study how a policymaker should target a budget-balanced tax-and-subsidy…

Theoretical Economics · Economics 2022-06-29 Andrea Galeotti , Benjamin Golub , Sanjeev Goyal , Eduard Talamàs , Omer Tamuz

We study a robust toll pricing problem where toll setters and users have different level of information when taking their decisions. Toll setters do not have full information on the costs of the network and rely on historical information…

Optimization and Control · Mathematics 2017-12-06 Trivikram Dokka , Alain B. Zemkoho , Sonali Sen Gupta , Fabrice T. Nobibon

Regulations impose idiosyncratic capital and funding costs for holding derivatives. Capital requirements are costly because derivatives desks are risky businesses; funding is costly in part because regulations increase the minimum funding…

Pricing of Securities · Quantitative Finance 2014-08-13 Chris Kenyon , Andrew Green

The spatial distribution of income shapes the structure and organisation of cities and its understanding has broad societal implications. Despite an abundant literature, many issues remain unclear. In particular, all definitions of…

Physics and Society · Physics 2016-06-22 Rémi Louf , Marc Barthelemy

Consider a distributed control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and…

Information Theory · Computer Science 2017-10-20 Victoria Kostina , Babak Hassibi

A government has to finance a risk for its population. It shares the charges among the population with a fixed scale based on economic criteria. Various organisms have to collect and to redistribute fairly the subsidies. Under these…

General Finance · Quantitative Finance 2014-01-14 Guy Cirier

The rapid growth of population in urban areas is jeopardizing the mobility and air quality worldwide. One of the most notable problems arising is that of traffic congestion which in turn affects air pollution. With the advent of…

Physics and Society · Physics 2018-04-27 Albert Solé-Ribalta , Sergio Gómez , Alex Arenas

This work focuses on the design of taxes in atomic congestion games, a commonly studied model for competitive resource sharing. While most related studies focus on optimizing either the worst- or best-case performance (i.e., Price of…

Computer Science and Game Theory · Computer Science 2023-04-14 Rahul Chandan , Dario Paccagnan , Jason R. Marden

Between 2005 and 2019, U.S. business applications rose 40 percent while conversion to employer firms fell by nearly half. We study whether boundary redrawing helps explain this pattern. Structured routine-cognitive work can be governed…

General Economics · Economics 2026-04-23 Duha T. Altindag , Nabamita Dutta , John M. Nunley , R. Alan Seals , Adam Stivers

This paper considers the pricing of long-term options on assets such as housing, where either government intervention or the economic nature of the asset is assumed to limit large falls in prices. The observed asset price is modelled by a…

Pricing of Securities · Quantitative Finance 2023-02-14 R. Guy Thomas

Access to data and data processing, including the use of machine learning techniques, has become significantly easier and cheaper in recent years. Nevertheless, solutions that can be widely adopted by regulators for market monitoring and…

Machine Learning · Computer Science 2022-04-08 Celso H. H. Ribas , José C. M. Bermudez

This study examined the relationship between trade facilitation and economic growth among the middle-income countries from 2010 to 2020 using 94 countries made up of 48 lower-middle-income countries and 46 upper-middle-income countries. The…

General Economics · Economics 2023-05-25 Victor Ushahemba Ijirshar

Homelessness in American cities is becoming an ever more prominent issue, but its causes remain contested, ranging from mental health and substance abuse to housing affordability and local labor markets. To shed light on this issue, I…

General Economics · Economics 2026-01-06 Richard Yun

Ride-sourcing platforms such as Uber and Lyft are prime examples of the gig economy, recruiting drivers as independent contractors, thereby avoiding legal and fiscal obligations. Although platforms offer flexibility in choosing work shifts…

Emerging Technologies · Computer Science 2025-09-16 Farnoud Ghasemi , Arjan de Ruijter , Rafal Kucharski , Oded Cats

We study the regulation of a monopolistic firm using a robust-design approach. We solve for the policy that minimizes the regulator's worst-case regret, where the regret is the difference between his complete-information payoff minus his…

Theoretical Economics · Economics 2019-10-11 Yingni Guo , Eran Shmaya