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Finance theory and asset pricing

Milne, Frank - 2003 - 2. ed.

Persistent link: https://www.econbiz.de/10001709713

Finance theory and asset pricing

Milne, Frank - 1995

Persistent link: https://www.econbiz.de/10013480142

The arbitrage pricing theorem with non expected utility preferences

Kelsey, David - 1990

Persistent link: https://www.econbiz.de/10000129172

Incomplete diversification and asset pricing

Madan, Dilip B.; Milne, Frank; Elliott, Robert J. - 1992

Persistent link: https://www.econbiz.de/10000135929

The arbitrage pricing theorem with non expected utility preferences

Kelsey, David; Milne, Frank - 1992

Persistent link: https://www.econbiz.de/10000135930

A simple approach to interest-rate option pricing

Turnbull, Stuart M. - In: The review of financial studies 4 (1991) 1, pp. 87-120

Persistent link: https://www.econbiz.de/10001102563

The multinomial option pricing model and its Brownian and Poisson limits

Madan, Dilip B. - In: The review of financial studies 2 (1989) 2, pp. 251-265

Persistent link: https://www.econbiz.de/10001106370

The arbitrage pricing theorem with non-expected utility preferences

Kelsey, David - In: Journal of economic theory 65 (1995) 2, pp. 557-574

Persistent link: https://www.econbiz.de/10001179562

The multinomial option pricing model and its Brownian and poisson limits

Milne, Frank (contributor); Madan, Dilip B. (contributor); … - 1990

The Cox, Ross, and Rubinstein binomial model is generalized to the multinomial case. Limits are investigated and shown to yield the Black-Scholes formula in the case of continuous sample paths for a wide variety of complete market structures. In the discontinuous case a Merton-type formula is...

Persistent link: https://www.econbiz.de/10003780966

[Rezension von: Milne, Frank, Finance theory and asset pricing]

Coles, Jeffrey L. - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 767-770

Persistent link: https://www.econbiz.de/10001348141