Valuation of assets on a markov state space
- 31 December 1978
- journal article
- Published by Elsevier in Economics Letters
- Vol. 1 (2) , 163-166
- https://doi.org/10.1016/0165-1765(78)90054-x
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- A Simple Approach to the Valuation of Risky StreamsThe Journal of Business, 1978
- Option pricing when underlying stock returns are discontinuousJournal of Financial Economics, 1976