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OPTION VALUATION IN INCOMPLETE MARKETS: A DISCRETE‐TIME, CAPM APPROACH
Author(s) -
Bosch J.C.,
Chang Jack S.K.
Publication year - 1991
Publication title -
journal of business finance and accounting
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 1.282
H-Index - 77
eISSN - 1468-5957
pISSN - 0306-686X
DOI - 10.1111/j.1468-5957.1991.tb01122.x
Subject(s) - valuation (finance) , citation , library science , economics , mathematical economics , operations research , computer science , finance , mathematics