Search Results - subject:"pricing methods"

Computing the Volume of n-Dimensional Copulas

Cherubini, Umberto; Romagnoli, Silvia - In: Applied Mathematical Finance 16 (2009) 4, pp. 307-314

A problem that is very relevant in applications of copula functions to finance is the computation of the survival copula, which is applied to enforce multivariate put-call parity. This may be very complex for large dimensions. The problem is a special case of the more general problem of volume...

Persistent link: https://www.econbiz.de/10008609602

Internationale Verrechnungspreismethoden, Neutralität und die Gewinne multinationaler Unternehmen / Transfer Pricing, Neutrality, and the Profits of Multinational Firms

Wellisch, Dietmar - In: Jahrbücher für Nationalökonomie und Statistik 223 (2003) 3, pp. 332-359

Summary The present paper analyzes how multinationals respond to international transfer pricing methods. To evaluate … transfer pricing methods, a neutrality criterion is developed. The analysis reveals that an indirect determination of transfer …

Persistent link: https://www.econbiz.de/10014608939

Internationale Verrechnungspreismethoden, Neutralität und die Gewinne multinationaler Unternehmen / Transfer Pricing, Neutrality, and the Profits of Multinational Firms

Wellisch, Dietmar - In: Jahrbücher für Nationalökonomie und Statistik 223 (2003) 4, pp. 464-478

Persistent link: https://www.econbiz.de/10014608948