Stochastic dividend yields and derivatives pricing in complete markets
Year of publication: |
2005
|
---|---|
Authors: | Lioui, Abraham |
Published in: |
Review of Derivatives Research. - Springer. - Vol. 8.2005, 3, p. 151-175
|
Publisher: |
Springer |
Subject: | Complete markets | Market prices of risk | Forwards and futures |
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