مرکز منطقه ای اطلاع رساني علوم و فناوري - Spanning and derivative-security valuation

Title of article :

Spanning and derivative-security valuation

Author/Authors :

Gurdip Bakshi، نويسنده , , Dilip Madan، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

205

To page :

238

Keywords :

characteristic functions , Pricing of contingentclaims , Arrow}Debreu securities , State-price density , Spanning

Journal title :

Journal of Financial Economics

Serial Year :

2000

Journal title :

Journal of Financial Economics

Record number :

257410

Link To Document :