Valuation of risky assets in arbitrage-free economies with transactions costs-Reference-Cited by-同舟云学术

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Valuation of risky assets in arbitrage-free economies with transactions costs

Published:1981-09 Issue:3 Volume:9 Page:271-280
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Garman Mark B.,Ohlson James A.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference6 articles.

1. Capital markets with delayed ‘learning’;Beja,1967

2. Option pricing: a simplified approach;Cox;Journal of Financial Economics,1979

3. A general theory of asset valuation under diffusion state processes;Garman,1977

4. Nonlinear programming;Mangasarian,1969

5. Risk, return, and arbitrage;Ross,1976

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1. Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules;Mathematical Finance;2024-03-23

2. Arbitrage and Market Frictions;Encyclopedia of Finance;2022

3. Put–call parity and generalized neo-additive pricing rules;Theory and Decision;2020-09-29

4. Corporate Income Tax: WACC, FTE, TCF, APV;Springer Texts in Business and Economics;2020

5. A nonlinear state marginal price vector model for the task of business valuation. A case study: The dimensioning of IT-service companies under nonlinear synergy effects;Central European Journal of Operations Research;2018-04-19

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