No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Tomasz R. Bielecki, Igor Cialenco and Rodrigo Rodriguez
| Year of publication: |
2015
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| Authors: | Bielecki, Tomasz R. ; Cialenco, Igor ; Rodriguez, Rodrigo |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 25.2015, 4, p. 673-701
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| Subject: | arbitrage | fundamental theorem of asset pricing | transaction costs | consistent pricing system | liquidity | dividends | credit default swaps | interest rate swaps | Transaktionskosten | Transaction costs | Theorie | Theory | Arbitrage | Arbitrage Pricing | Arbitrage pricing | Kreditderivat | Credit derivative | Swap | CAPM | Dividende | Dividend | Zinsderivat | Interest rate derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011350542