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Finance theory and asset pricing

Milne, Frank - 2003 - 2. ed.

Persistent link: https://www.econbiz.de/10001709713

Finance theory and asset pricing

Milne, Frank - 1995

Persistent link: https://www.econbiz.de/10013480142

On the costs of issuing shares

Milne, Frank; Ritzberger, Klaus - 1991

Persistent link: https://www.econbiz.de/10000831534

The multinomial option pricing model and its limits

Madan, Dilip B.; Milne, Frank - 1988

Persistent link: https://www.econbiz.de/10000753404

The existence of equilibrium and the objective function of the firm

Kelsey, David; Milne, Frank - 1992

Persistent link: https://www.econbiz.de/10000135931

The existence of equilibrium in a financial market with transaction costs

Jin, Xing (contributor); Milne, Frank (contributor) - 1999

Persistent link: https://www.econbiz.de/10003780915

The multinomial option pricing model and its Brownian and poisson limits

Milne, Frank (contributor); Madan, Dilip B. (contributor); … - 1990

The Cox, Ross, and Rubinstein binomial model is generalized to the multinomial case. Limits are investigated and shown to yield the Black-Scholes formula in the case of continuous sample paths for a wide variety of complete market structures. In the discontinuous case a Merton-type formula is...

Persistent link: https://www.econbiz.de/10003780966

Incomplete diversification and asset pricing

Elliott, Robert Frank (contributor); … - 2002

Persistent link: https://www.econbiz.de/10003780988

A general equilibrium financial asset economy with transaction costs and trading constraints

Milne, Frank (contributor); Neave, Edwin H. (contributor) - 2003

Persistent link: https://www.econbiz.de/10003781007

Imperfect competition and corporate governance

Milne, Frank (contributor); Kelsey, David (contributor) - 2006

Persistent link: https://www.econbiz.de/10003358760