Dividends in the theory of derivative securities pricing
From MaRDI portal
Publication:878400
DOI10.1007/s00199-006-0106-6zbMath1127.91031OpenAlexW2094673370MaRDI 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
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the theory of option pricing
- Asset pricing for general processes
- A variational problem arising in financial economics
- Information structures and viable price systems
- Martingales and arbitrage in multiperiod securities markets
- Martingales and stochastic integrals in the theory of continuous trading
- Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence
- Martingale densities for general asset prices
- Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
- Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
- Viable prices in financial markets with solvency constraints
- Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
- The Consumption-Based Capital Asset Pricing Model
- Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion
- Changes of numéraire, changes of probability measure and option pricing
- Optimal Consumption and Portfolio Rules with Durability and Local Substitution
This page was built for publication: Dividends in the theory of derivative securities pricing
