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Valuation of risky assets in arbitrage-free economies with transactions costs
Data up to Jan 2025
Published1981
Citations84
References6
Total Citations Per Year
Abstract
References (6)
Option pricing: A simplified approach
1979 • 6,128 citations
Nonlinear Programming
1969 • 2,011 citations
The Valuation of Uncertain Income Streams and the Pricing of Options
1976 • 1,727 citations
Nonlinear Programming.
1968 • 602 citations
Risk and return in finance
1977 • 275 citations
A General Theory of Asset Valuation under Diffusion State Processes
1976 • 89 citations
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