Valuation of general contingent claims: Existence, uniqueness, and comparisons of solutions
- 31 March 1978
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 6 (1) , 71-87
- https://doi.org/10.1016/0304-405x(78)90021-1
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- The valuation of options for alternative stochastic processesPublished by Elsevier ,2002
- Taxes and the Pricing of OptionsThe Journal of Finance, 1976
- A theoretical and empirical investigation of the dual purpose funds: An application of contingent-claims analysisJournal of Financial Economics, 1976
- On the Pricing of Corporate Debt: The Risk Structure of Interest RatesThe Journal of Finance, 1974
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973
- Uniqueness of positive solutions of parabolic equations with unbounded coefficientsColloquium Mathematicum, 1967
- Sur le problème de Cauchy et les problèmes de Fourier pour les équations paraboliques dans un domaine non bornéAnnales Polonici Mathematici, 1966
- On solutions of Fourier's first problem for a system of non-linear parabolic equations in an unbounded domainAnnales Polonici Mathematici, 1963
- Sur les solutions des équations du type parabolique déterminées dans une région illimitéeBulletin of the American Mathematical Society, 1941