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Spanning the State Space with Options
Arditti, Fred D.; John, Kose - In: Journal of Financial and Quantitative Analysis 15 (1980) 01, pp. 1-9
Persistent link: https://www.econbiz.de/10005139201
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Market Resolution and Valuation in Incomplete Markets
John, Kose - In: Journal of Financial and Quantitative Analysis 19 (1984) 01, pp. 29-44
Persistent link: https://www.econbiz.de/10005609927
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Fundamentals, Factor Structure, and Multibeta Models in Large Asset Markets
John, Kose; Reisman, Haim - In: Journal of Financial and Quantitative Analysis 26 (1991) 01, pp. 1-10
Persistent link: https://www.econbiz.de/10005407184