Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print September 1998 | ISBN: 9780198775188
Published online November 2003 | e-ISBN: 9780191595981 | DOI:

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Here, the theory developed earlier is extended to the case of dividend‐paying assets.

Keywords: arbitrage; arbitrage pricing; Black‐Scholes; dividends; futures; options; risk neutral valuation

Chapter.  5614 words. 

Subjects: Financial Markets

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