NOTES ON MULTI-PERIOD VALUATION AND THE PRICING OF OPTIONS

[1] PRICES FOR STATE-CONTINGENT CLAIMS - SOME ESTIMATES AND APPLICATIONS [J]. JOURNAL OF BUSINESS, 1978, 51 (04) : 653 - 672

[2] STRUCTURE OF COST OF CAPITAL UNDER UNCERTAINTY [J]. REVIEW OF ECONOMIC STUDIES, 1971, 38 (115) : 359 - 368

[3] BHATTACHARYA S, 1977, INTEREST RATE UNCERT

[4] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[5] PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES [J]. JOURNAL OF BUSINESS, 1978, 51 (04) : 621 - 651

[6] BREEDEN DT, 1979, J FINANC ECON, V7, P273

[7] PRICING OF CONTINGENT CLAIMS IN DISCRETE-TIME MODELS [J]. JOURNAL OF FINANCE, 1979, 34 (01) : 53 - 68

[8] NECESSARY CONDITIONS FOR AGGREGATION IN SECURITIES MARKETS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (03) : 407 - 418

[9] Brock W., 1978, ASSET PRICES PRODUCT

[10] CONSTANTINIDES GM, UNPUBLISHED

[1] PRICES FOR STATE-CONTINGENT CLAIMS - SOME ESTIMATES AND APPLICATIONS [J]. JOURNAL OF BUSINESS, 1978, 51 (04) : 653 - 672

[2] STRUCTURE OF COST OF CAPITAL UNDER UNCERTAINTY [J]. REVIEW OF ECONOMIC STUDIES, 1971, 38 (115) : 359 - 368

[3] BHATTACHARYA S, 1977, INTEREST RATE UNCERT

[4] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[5] PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES [J]. JOURNAL OF BUSINESS, 1978, 51 (04) : 621 - 651

[6] BREEDEN DT, 1979, J FINANC ECON, V7, P273

[7] PRICING OF CONTINGENT CLAIMS IN DISCRETE-TIME MODELS [J]. JOURNAL OF FINANCE, 1979, 34 (01) : 53 - 68

[8] NECESSARY CONDITIONS FOR AGGREGATION IN SECURITIES MARKETS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (03) : 407 - 418

[9] Brock W., 1978, ASSET PRICES PRODUCT

[10] CONSTANTINIDES GM, UNPUBLISHED