On the pricing of contingent claims and the Modigliani-Miller theorem
- 30 November 1977
- journal article
- Published by Elsevier BV in Journal of Financial Economics
- Vol. 5 (2), 241-249
- https://doi.org/10.1016/0304-405x(77)90020-4
Abstract
No abstract availableKeywords
Funding Information
- National Science Foundation
This publication has 6 references indexed in Scilit:
- Option pricing: A reviewJournal of Financial Economics, 1976
- Theory of Finance from the Perspective of Continuous TimeJournal of Financial and Quantitative Analysis, 1975
- An Intertemporal Capital Asset Pricing ModelEconometrica, 1973
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973
- Optimum consumption and portfolio rules in a continuous-time modelJournal of Economic Theory, 1971