NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Multiperiod Securities and the Efficient Allocation of Risk: A Comment on the Black-Scholes Option Pricing Model

David M. Kreps

Chapter in NBER book The Economics of Information and Uncertainty (1982), John McCall, ed. (p. 203 - 232)
Published in 1982 by University of Chicago Press
© 1982 by the National Bureau of Economic Research

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