Zero-level Pricing with Transaction Cost and Universality
博士 === 元智大學 === 管理研究所 === 96 === In the mathematical economics literature, the zero-level pricing method has been proposed to provide a unique price for a nonmarketable new asset. From the viewpoint of robust pricing theory, its disadvantage is that the method depends on the investor utility functio...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65059455835713201819 |