LONDON--(BUSINESS WIRE)--Premier analytics solutions provider, Quantzig, has announced the completion of its latest price elasticity modeling engagement for a consumer packaged goods manufacturer ...

This paper develops the Latent Symmetric Elasticity Structure (LSES), a market share price elasticity model which allows elasticities to be decomposed into two components: a symmetric substitution ...

One problem seems to be especially important: the constant variance assumption of the dilution adjusted Black-Scholes model appears to cause biases in model prices for almost all warrants and over the ...