Spanning, valuation and options

Ross, Stephen A.; Brown, Donald J

doi:10.1007/BF01210570

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Spanning, valuation and options

Author(s): Donald J. Brown , Stephen A. Ross

Publication date Created: March 1991

Publication date (Print): March 1991

Journal: Economic Theory

Publisher: Springer Nature

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Most cited references 5

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Prices of State-Contingent Claims Implicit in Option Prices

Douglas Breeden, Robert Litzenberger (1978)

0 comments Cited 172 times – based on 0 reviews      Review now

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A Simple Approach to the Valuation of Risky Streams

Stephen A. Ross (1978)

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Spanning and completeness in markets with contingent claims

Robert Jarrow, Richard Green (1987)

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Author and article information

Journal

Title: Economic Theory

Abbreviated Title: Econ Theory

Publisher: Springer Nature

ISSN (Print): 0938-2259

ISSN (Electronic): 1432-0479

Publication date Created: March 1991

Publication date (Print): March 1991

Volume: 1

Issue: 1

Pages: 3-12

Article

DOI: 10.1007/BF01210570

SO-VID: f8ae7f5c-dac1-4a3b-8d70-820e1c1b8fe4

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