On the theory of option pricing
- 1 June 1984
- journal article
- research article
- Published by Springer Nature in Acta Applicandae Mathematicae
- Vol. 2 (2) , 139-158
- https://doi.org/10.1007/bf00046576
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- STOCHASTIC PROCESSES IN MODELS OF FINANCIAL MARKETS: THE VALUATION EQUATION OF FINANCE AND ITS APPLICATIONSPublished by Elsevier ,1983
- Option pricing: A simplified approachJournal of Financial Economics, 1979
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973
- On Square Integrable MartingalesNagoya Mathematical Journal, 1967