On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends
Year of publication: |
2025
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Authors: | Babaei, Esmaeil |
Subject: | Binomial model | Dividends | Hedging | Portfolio constraints | Self-financing condition | Transaction costs | Transaktionskosten | Dividende | Dividend | Portfolio-Management | Portfolio selection | CAPM | Optionspreistheorie | Option pricing theory |
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