Dividends in the theory of derivative securities pricing
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Volume (Year): 31 (2007)
Issue (Month): 3 (June)
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- Jeanblanc, Monique & Dana, Rose-Anne, 2007.
"Financial markets in continuous time,"
Economics Papers from University Paris Dauphine
123456789/5374, Paris Dauphine University.
- Hindy, Ayman, 1995. "Viable prices in financial markets with solvency constraints," Journal of Mathematical Economics, Elsevier, vol. 24(2), pages 105-135.
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- Darrell Duffie & William Zame, 1988.
"The Consumption-Based Capital Asset Pricing Model,"
88-10, University of Copenhagen. Department of Economics.
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- Huang, Chi-fu, 1985. "Information structures and viable price systems," Journal of Mathematical Economics, Elsevier, vol. 14(3), pages 215-240, June.
- Schweizer, Martin, 1992. "Martingale densities for general asset prices," Journal of Mathematical Economics, Elsevier, vol. 21(4), pages 363-378.
- Cuoco, Domenico, 1997. "Optimal Consumption and Equilibrium Prices with Portfolio Constraints and Stochastic Income," Journal of Economic Theory, Elsevier, vol. 72(1), pages 33-73, January.
- Nielsen, Lars Tyge, 1999. "Pricing and Hedging of Derivative Securities," OUP Catalogue, Oxford University Press, number 9780198776192, March.
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