We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.
An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Black, F., and Scholes, M. (1973). The pricing of options and corporate liabilities. J. Political Economy81, 637–659.Google Scholar
Föllmer, H., and Schweizer, M. (1991). Hedging of contingent claims under incomplete information. In Applied Stochastic Analysis, ed. Davis, M. and Elliott, R. (Stochastics Monographs 5). Gordon and Breach, London, pp. 389–414.Google Scholar
Föllmer, H., and Sondermann, D. (1986). Hedging of non-redundant contingent claims. In Contributions to Mathematical Economics, ed. Hildenbrand, W. and Mas-Colell, A.North Holland, Amsterdam, pp. 205–223.Google Scholar
Lintner, J. (1965). The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. Rev. Econom. Statist./47, 13–37.Google Scholar
Merton, R. (1973). An intertemporal capital asset pricing model. Economica41, 867–888.Google Scholar
Platen, E., and Rebolledo, R. (1996). Principles for modelling financial markets. J. Appl. Prob./33, 163–172.Google Scholar
Ross, S. A. (1976). The arbitrage theory of capital asset pricing. J. Econom. Theory13, 341–360.Google Scholar
Sharpe, W. F. (1964). Capital asset prices: a theory of market equilibrium under conditions of risk. J. Finance19, 425–442.Google Scholar