Spanning, valuation and options
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/BF01210570.pdf
Reference20 articles.
1. Aliprantis CD, Burkinshaw O (1978) Positive operators. Academic Press, New York London
2. Bick A (1982) Comments on the valuation of derivative assets. J Fin Econ 10: 331?345
3. Breeden DT, Litzenberger RH (1978) Prices of state-contingent claims implicit in option prices. J. Bus. 34: 621?651
4. Cox JC, Ross SA, Rubenstein M (1979) Option pricing: a simplified approach. J. Fin Econ 7: 229?263
5. Cox JC, Rubenstein M (1985) Options markets. Prentice Hall: Englewood Cliffs, NJ
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