THE VALUATION OF MULTIVARIATE CONTINGENT CLAIMS IN DISCRETE-TIME MODELS

被引：43

作者：

STAPLETON, RC ^{[1
]}

SUBRAHMANYAM, MG ^{[1
]}

机构：

[1] NYU,NEW YORK,NY 10003

来源：

JOURNAL OF FINANCE | 1984年 / 39卷 / 01期

关键词：

D O I：

10.2307/2327677

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：207 / 228

页数：22

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