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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 14 (1985)
Issue (Month): 3 (June)
Pages: 215-240
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Handle: RePEc:eee:mateco:v:14:y:1985:i:3:p:215-240

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1. Cox, John C. & Huang, Chi-fu., 1989. "A variational problem arising in financial economics," Working papers 2110-89., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
2. Bossaerts, Peter & Hillion, Pierre., 1991. "Arbitrage Restrictions Across Financial Markets: Theory, Methodology and Tests," Working Papers 751, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
3. Lars Nielsen, 2007. "Dividends in the theory of derivative securities pricing," Economic Theory, Springer, vol. 31(3), pages 447-471, June. [Downloadable!] (restricted)
4. Philip H. Dybvig & Chi-fu Huang, 1988. "Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans," Cowles Foundation Discussion Papers 860, Cowles Foundation, Yale University. [Downloadable!]
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   • Philip H. Dybvig, Chi-fu Huang, 1988. "Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 1(4), pages 377-401. [Downloadable!] (restricted)

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