An edition of Multiperiod securities and the efficient allocation of risk (1980)

Multiperiod securities and the efficient allocation of risk

a comment on the Black-Scholes option pricing model

by

Multiperiod securities and the efficient allo ...
David M. Kreps, David M. Kreps
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Last edited by WorkBot
December 15, 2009 | History
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An edition of Multiperiod securities and the efficient allocation of risk (1980)

Multiperiod securities and the efficient allocation of risk

a comment on the Black-Scholes option pricing model

by

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Publish Date
Publisher
Institute for Mathematical Studies in the Social Sciences
Language
English
Pages
55

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Subjects

Option (Contract), Risk, Securities
Edition Availability
Cover of: Multiperiod securities and the efficient allocation of risk
Multiperiod securities and the efficient allocation of risk: a comment on the Black-Scholes option pricing model
1980, Institute for Mathematical Studies in the Social Sciences
in English

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Book Details

Edition Notes

Prepared under National Science Foundation Grant SOC77-07741-A01.

Bibliography: p. 53-55.

Published in
Stanford, Calif
Series
Technical report - Institute for Mathematical Studies in the Social Sciences -- no. 306, Economics series - Institute for Mathematical Studies in the Social Sciences, Technical report (Stanford University. Institute for Mathematical Studies in the Social Sciences) -- no. 306., Economics series (Stanford University. Institute for Mathematical Studies in the Social Sciences)
Other Titles
Option pricing model.

The Physical Object

Pagination
55 p. ;
Number of pages
55

ID Numbers

Open Library
OL22408768M

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December 15, 2009 Edited by WorkBot link works
November 12, 2008 Created by ImportBot Imported from Binghamton University MARC record