Valuation of risky assets in arbitrage-free economies with transactions costs
- 1 September 1981
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 9 (3) , 271-280
- https://doi.org/10.1016/0304-405x(81)90029-5
Abstract
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This publication has 2 references indexed in Scilit:
- Option pricing: A simplified approachJournal of Financial Economics, 1979
- The Valuation of Uncertain Income Streams and the Pricing of OptionsThe Bell Journal of Economics, 1976