Notes on Multiperiod Valuation and the Pricing of Options

• 1 March 1981
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 36  (1) , 163-180
• https://doi.org/10.2307/2327470

Abstract

Keywords

• PRICING OF OPTIONS
• STOCHASTIC
• MULTIPERIOD VALUATION
• TRADEOFF RELATIONSHIP
• RETURN TRADEOFF
• VARIANCE RISK
• DIFFUSION