No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs (Q3195490)
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scientific article; zbMATH DE number 6496363
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| English | No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs |
scientific article; zbMATH DE number 6496363 |
Statements
NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (English)
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20 October 2015
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arbitrage
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fundamental theorem of asset pricing
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transaction costs
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consistent pricing system
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liquidity
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dividends
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credit default swaps
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interest rate swaps
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0.813444197177887
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0.8114678263664246
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0.8073415756225586
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0.8068649768829346
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0.8068447113037109
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