Zero-level pricing method with transaction cost (Q691472)
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scientific article; zbMATH DE number 6111722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Zero-level pricing method with transaction cost |
scientific article; zbMATH DE number 6111722 |
Statements
Zero-level pricing method with transaction cost (English)
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30 November 2012
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no-arbitrage pricing approach
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zero-level pricing method
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transaction cost
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0.8047853
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0.7578703
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0.75578904
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