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

Published Date
Copyright 1982
ISBN 0226555593
Book: The Economics of Information and Uncertainty
Book editor: John J. McCall
PUBLISHER: University of Chicago Press
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  • The Economics of Information and Uncertainty (University of Chicago Press, 1982), chap. 6, https://www.nber.org/books-and-chapters/economics-information-and-uncertainty/multiperiod-securities-and-efficient-allocation-risk-comment-black-scholes-option-pricing-model.

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