Rodrigo Rodriguez

Illinois Institute of Technology

Stuart Graduate School of Business

565 W. Adams St.

Chicago, IL 60661

United States

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Scholarly Papers (1)

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No‐Arbitrage Pricing for Dividend‐Paying Securities in Discrete‐Time Markets with Transaction Costs

Mathematical Finance, Vol. 25, Issue 4, pp. 673-701, 2015
Number of pages: 29 Posted: 14 Sep 2015
Tomasz R. Bielecki, Igor Cialenco and Rodrigo Rodriguez
Illinois Institute of Technology, Illinois Institute of Technology and Illinois Institute of Technology
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Abstract:

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arbitrage, fundamental theorem of asset pricing, transaction costs, consistent pricing system, liquidity, dividends, credit default swaps, interest rate swaps