Continuous-time portfolio theory and the pricing of contingent claims
Bibliography: leaf [23].
| Other Authors: | |
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| Language: | eng |
| Published: |
MIT Alfred P. Sloan School of Management
2003
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/1916 |
| _version_ | 1811084971759108096 |
|---|---|
| author2 | Merton, Robert C. |
| author_facet | Merton, Robert C. |
| collection | MIT |
| description | Bibliography: leaf [23]. |
| first_indexed | 2024-09-23T13:00:58Z |
| id | mit-1721.1/1916 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T13:00:58Z |
| publishDate | 2003 |
| publisher | MIT Alfred P. Sloan School of Management |
| record_format | dspace |
| spelling | mit-1721.1/19162019-04-10T21:56:22Z Continuous-time portfolio theory and the pricing of contingent claims Merton, Robert C. HD28 .M414 no.881-, 76 Bibliography: leaf [23]. Robert C. Merton. 2003-04-29T04:48:17Z 2003-04-29T04:48:17Z 1976 no.881-76 http://hdl.handle.net/1721.1/1916 eng Working paper (Sloan School of Management) ; 881-76. 20 leaves 1105274 bytes application/pdf application/pdf MIT Alfred P. Sloan School of Management |
| spellingShingle | HD28 .M414 no.881-, 76 Continuous-time portfolio theory and the pricing of contingent claims |
| title | Continuous-time portfolio theory and the pricing of contingent claims |
| title_full | Continuous-time portfolio theory and the pricing of contingent claims |
| title_fullStr | Continuous-time portfolio theory and the pricing of contingent claims |
| title_full_unstemmed | Continuous-time portfolio theory and the pricing of contingent claims |
| title_short | Continuous-time portfolio theory and the pricing of contingent claims |
| title_sort | continuous time portfolio theory and the pricing of contingent claims |
| topic | HD28 .M414 no.881-, 76 |
| url | http://hdl.handle.net/1721.1/1916 |