Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1989.tb02401.x/fullpdf
Reference18 articles.
1. The Pricing of Commodity Contracts;Black;Journal of Financial Economics,1976
2. The Pricing of Options and Corporate Liabilities;Black;Journal of Political Economy,1973
3. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets;Chamberlain;Econometrica,1983
4. The Valuation of Options for Alternative Stochastic Processes;Cox;Journal of Financial Economics,1976
5. The Relation between Forward Prices and Futures Prices;Cox;Journal of Financial Economics,1981
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