NOTES ON MULTI-PERIOD VALUATION AND THE PRICING OF OPTIONS

[21] INTERTEMPORAL CAPITAL ASSET PRICING MODEL [J]. ECONOMETRICA, 1973, 41 (05) : 867 - 887

[22] CAPITAL-BUDGETING AND CAPITAL ASSET PRICING MODEL - GOOD NEWS AND BAD NEWS [J]. JOURNAL OF FINANCE, 1977, 32 (02) : 321 - 333

[23] Prescott E., 1978, RECURSIVE COMPETITIV

[24] MUTUAL FUND SEPARATION IN FINANCIAL THEORY - SEPARATING DISTRIBUTIONS [J]. JOURNAL OF ECONOMIC THEORY, 1978, 17 (02) : 254 - 286

[25] RUBINSTEIN M, 1975, AM ECON REV, V65, P812

[26] VALUATION OF UNCERTAIN INCOME STREAMS AND PRICING OF OPTIONS [J]. BELL JOURNAL OF ECONOMICS, 1976, 7 (02): : 407 - 425

[27] Rubinstein M., 1974, J FINANC ECON, V1, P225

[28] RUBINSTEIN M, 1977, FINANCIAL DECISION M

[29] RUBINSTEIN M, 1974, 26 U CAL GRAD SCH BU

[30] Sharpe W. F., 1964, J FINANCE, V19

[21] INTERTEMPORAL CAPITAL ASSET PRICING MODEL [J]. ECONOMETRICA, 1973, 41 (05) : 867 - 887

[22] CAPITAL-BUDGETING AND CAPITAL ASSET PRICING MODEL - GOOD NEWS AND BAD NEWS [J]. JOURNAL OF FINANCE, 1977, 32 (02) : 321 - 333

[23] Prescott E., 1978, RECURSIVE COMPETITIV

[24] MUTUAL FUND SEPARATION IN FINANCIAL THEORY - SEPARATING DISTRIBUTIONS [J]. JOURNAL OF ECONOMIC THEORY, 1978, 17 (02) : 254 - 286

[25] RUBINSTEIN M, 1975, AM ECON REV, V65, P812

[26] VALUATION OF UNCERTAIN INCOME STREAMS AND PRICING OF OPTIONS [J]. BELL JOURNAL OF ECONOMICS, 1976, 7 (02): : 407 - 425

[27] Rubinstein M., 1974, J FINANC ECON, V1, P225

[28] RUBINSTEIN M, 1977, FINANCIAL DECISION M

[29] RUBINSTEIN M, 1974, 26 U CAL GRAD SCH BU

[30] Sharpe W. F., 1964, J FINANCE, V19