A note on the terminal date security prices in a continuous time trading model with dividends

DOI10.1016/0304-4068(91)90011-HzbMATH Open0737.90010OpenAlexW2096882067MaRDI QIDQ1174342FDOQ1174342

Authors: Kazuhiko Ohashi 

Publication date: 25 June 1992

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(91)90011-h

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zbMATH Keywords

arbitragecontinuous time security trading model

Mathematics Subject Classification ID

Economic growth models (91B62) Trade models (91B60)

Cites Work

• Martingales and arbitrage in multiperiod securities markets
• Title not available (Why is that?)
• Martingales and stochastic integrals in the theory of continuous trading
• Multiperiod security markets with differential information
• Arbitrage and equilibrium in economies with infinitely many commodities
• Title not available (Why is that?)
• Information structure and equilibrium asset prices
• Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
• Information structures and viable price systems

Cited In (3)

• DIVIDENDS AND UNCERTAINTY: EVIDENCE FROM THE ITALIAN MARKET
• Optimal stopping and American options with discrete dividends and exogenous risk
• Quadratic hedging for asset derivatives with discrete stochastic dividends.

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