Multiperiod securities and the efficient allocation of risk
Subtitle: a comment on the Black-Scholes option pricing model
By: by David M. Kreps.
Series: Technical report - Institute for Mathematical Studies in the Social Sciences -- no. 306; Economics series - Institute for Mathematical Studies in the Social Sciences; Technical report (Stanford University. Institute for Mathematical Studies in the Social Sciences) -- no. 306.; Economics series (Stanford University. Institute for Mathematical Studies in the Social Sciences)
Publisher: Institute for Mathematical Studies in the Social Sciences
Published: 1980
Place of publication: Stanford, Calif
Language: eng
Number of pages: 55
Subjects: Securities.; Risk.; Option (Contract)
Other titles: Option pricing model.
Notes: Prepared under National Science Foundation Grant SOC77-07741-A01.

Bibliography: p. 53-55.