NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2157714812 / rank | |||
Normal rank | |||
Revision as of 22:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS |
scientific article |
Statements
NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (English)
0 references
20 October 2015
0 references
arbitrage
0 references
fundamental theorem of asset pricing
0 references
transaction costs
0 references
consistent pricing system
0 references
liquidity
0 references
dividends
0 references
credit default swaps
0 references
interest rate swaps
0 references
