Cash Stream Valuation In the Face of Transaction Costs and Taxes
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Publication:4345878
DOI10.1111/j.1467-9965.1991.tb00003.xzbMath0900.90110OpenAlexW2124447541MaRDI QIDQ4345878
James Cuevas Dermody, R. Tyrrell Rockafellar
Publication date: 31 August 1997
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1991.tb00003.x
linear programmingno arbitragetransaction coststerm structuretaxespricing operatorcash stream valuation
Macroeconomic theory (monetary models, models of taxation) (91B64) Microeconomic theory (price theory and economic markets) (91B24)
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