Work

The Pricing of Contingent Claims in Discrete Time Models

Year: 1979

Type: article

Source: The Journal of Finance

DOI: 10.2307/2327143

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: W4236461641

FWCI: 6.904

Cites:

Cited by: 101

Related to: 10