NOTES ON MULTI-PERIOD VALUATION AND THE PRICING OF OPTIONS

[11] COX JC, 1977, THEORY TERM STRUCTUR

[12] DOTHAN LU, 1979, TERM RISK STRUCTURES

[13] PRICING OF SUPER-SHARES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (01) : 3 - 10

[14] GARMAN MB, 1976, 50 U CAL GRAD SCH BU

[15] WELFARE ASPECTS OF OPTIONS AND SUPERSHARES [J]. JOURNAL OF FINANCE, 1978, 33 (03) : 759 - 776

[16] HAKANSSON NH, 1977, FINANCIAL DECISION M

[17] MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY [J]. JOURNAL OF FINANCE, 1975, 30 (05) : 1213 - 1227

[18] KREPS D, 1979, 298 STANF U I MATH S

[19] LINTNER J, 1965, REV EC STATISTICS, V47

[20] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183

[11] COX JC, 1977, THEORY TERM STRUCTUR

[12] DOTHAN LU, 1979, TERM RISK STRUCTURES

[13] PRICING OF SUPER-SHARES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (01) : 3 - 10

[14] GARMAN MB, 1976, 50 U CAL GRAD SCH BU

[15] WELFARE ASPECTS OF OPTIONS AND SUPERSHARES [J]. JOURNAL OF FINANCE, 1978, 33 (03) : 759 - 776

[16] HAKANSSON NH, 1977, FINANCIAL DECISION M

[17] MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY [J]. JOURNAL OF FINANCE, 1975, 30 (05) : 1213 - 1227

[18] KREPS D, 1979, 298 STANF U I MATH S

[19] LINTNER J, 1965, REV EC STATISTICS, V47

[20] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183