Dividends in the theory of derivative securities pricing
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Publication:878400
DOI10.1007/s00199-006-0106-6zbMath1127.91031MaRDI QIDQ878400
Publication date: 26 April 2007
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-006-0106-6
91B24: Microeconomic theory (price theory and economic markets)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H05: Stochastic integrals
Cites Work
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