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  • Search: subject:"consistent pricing system"
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Subject
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Arbitrage 1 Arbitrage Pricing 1 Arbitrage pricing 1 CAPM 1 Credit derivative 1 Dividend 1 Dividende 1 Interest rate derivative 1 Kreditderivat 1 Swap 1 Theorie 1 Theory 1 Transaction costs 1 Transaktionskosten 1 Zinsderivat 1 arbitrage 1 consistent pricing system 1 credit default swaps 1 dividends 1 fundamental theorem of asset pricing 1 interest rate swaps 1 liquidity 1 transaction costs 1
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Type of publication
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
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Bielecki, Tomasz R. 1 Cialenco, Igor 1 Rodriguez, Rodrigo 1
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Mathematical finance : an international journal of mathematics, statistics and financial theory 1
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ECONIS (ZBW) 1
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No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701
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