Work

The Pricing of Contingent Claims in Discrete Time Models

Year: 1979

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1979.tb02070.x

Author: M. J. BRENNAN

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2129605852

FWCI: 26.22

Cites: 20

Cited by: 546

Related to: 10