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An Alternative Valuation Model for Contingent Claims

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Resource type
Journal Article
Authors/contributors
Title
An Alternative Valuation Model for Contingent Claims
Publication
Journal of Financial Economics
Volume
44
Issue
1
Pages
123-165
Date
1997
DOI
10.1016/S0304-405X(96)00009-8
URL
http://www.sciencedirect.com/science/article/pii/S0304-405X(96)00009-8
Citation
Bakshi, G. S., & Zhiwu, C. (1997). An Alternative Valuation Model for Contingent Claims. Journal of Financial Economics, 44, 123–165.
Journals
Link to this record
https://phds.io/papers/3YPAUYGK