Author:
Eisenberg Larry,Jarrow Robert
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Reference18 articles.
1. Cox, J. and S. Ross, ?The Valuation of Options for Alternative Stochastic Processes.?Journal of Financial Economics 3, 145?166, (1976).
2. Eisenberg, L., ?Random Variance Option Pricing and Spread Valuation,? Working Paper, University of Illinois, (1985).
3. Eisenberg, L.,Random Variance Option Pricing, Ph.D. thesis, University of Pennsylvania, 1987.
4. Harrison, J.M. and S. Pliska, ?Martingales and Stochastic Integrals in the Theory of Continuous Trading.?Stochastic Processes and Their Applications 11, 215?260, (1981).
5. Heath, D., R. Jarrow, and A. Morton, ?Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation.?Econometrica, 60 (1), 77?105, (1992).
Cited by
28 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. An explosion time characterization of asset price bubbles;International Review of Finance;2022-11-29
2. An Explosion Time Characterization of Asset Price Bubbles;SSRN Electronic Journal;2022
3. The Theory of Uncertaintism;Review of Pacific Basin Financial Markets and Policies;2021-09
4. Reduced Form Credit Risk Models;Continuous-Time Asset Pricing Theory;2021
5. Asset Price Bubbles;Continuous-Time Asset Pricing Theory;2021