A note on the valuation of contingent claims

DOI10.1016/0165-1765(92)90187-4zbMath0825.90109OpenAlexW2011416640MaRDI QIDQ1206371

Stephen Dilworth

Publication date: 1 April 1993

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90187-4

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Unnamed Item

This page was built for publication: A note on the valuation of contingent claims