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Operations and finance interactions
Birge, John R., (2015)
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R., (2015)
Idiosyncratic risk and when to tilt toward value
Fink, Jason D., (2021)
A binomial tree for the Hull and White model with probabilities independent of the initial term structure
Reisman, Haim, (1996)
Reference variables, factor structure, and the approximate multibeta representation
Reisman, Haim, (1992)
Black and scholes pricing and markets with transaction costs : an example
Reisman, Haim, (2001)