Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference24 articles.
1. Prices for State-Contingent Claims: Some Estimates and Applications
2. The Pricing of Options and Corporate Liabilities
3. Optimal Portfolio Insurance
4. Cox J. C. Huang C. , 1985, “A Variational Problem Arising in Financial Economics with an Application to a Portfolio Turnpike Theorem,” working paper, MIT.
Cited by
178 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