Zero-level pricing method with transaction cost
type: Item
instance of: scholarly article
title: Zero-level pricing method with transaction cost
zbMATH Open document ID: 1261.91020
author: M. C. Fu
published in: Optimization Letters
publication date: 2012-11-30T00:00:00Z
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 6111722
zbMATH Keywords: no-arbitrage pricing approach
zbMATH Keywords: zero-level pricing method
zbMATH Keywords: transaction cost
Wikidata QID: Q57700618
MaRDI profile type: Publication
full work available at URL: s11590-011-0400-5
OpenAlex ID: W2014045406
cites work: Q3524412
cites work: Transactions costs and portfolio choice in a discrete-continuous-time setting
cites work: Zero-level pricing and the HARA utility functions
cites work: ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
cites work: Martingale and Duality Methods for Utility Maximization in an Incomplete Market
cites work: Products of trees for investment analysis
cites work: Arbitrage and universal pricing.
cites work: Pricing a nontradeable asset and its derivatives.
cites work: Financial engineering, E-commerce and supply chain
cites work: Valuing Risky Projects: Option Pricing Theory and Decision Analysis
DOI: 10.1007/S11590-011-0400-5
Recommended article: Q4227227
Recommended article: Zero-level pricing and the HARA utility functions
Recommended article: Consistent price systems and face-lifting pricing under transaction costs
Recommended article: Q4791408
Recommended article: A note on utility-based pricing in models with transaction costs
Recommended article: Nonlinear pricing with a general cost function
Recommended article: Multiproduct price discrimination with quantity limits: an application to zero-rating
description: scientific article; zbMATH DE number 6111722