The valuation of options on portfolios
By: by R.C. Stapleton and M.G. Subrahmaniyam.
Contributors: Subrahmanyam, M. G.; European Institute for Advanced Studies in Management.
Series: Working papers (European Institute For Advanced Studies in Management) -- no.87-12
Publisher: European Institute For Advanced Studies in Management
Published: 1987
Place of publication: Brussels
Language: eng
Number of pages: 38
Subjects: Options (Finance); Portfolio management.; Securities.