Spanning and derivative-security valuation

Journal of Financial Economics

Volumn 55, Issue 2, 2000, Pages 205-238

  Bakshi, Gurdip ^a   Madan, Dilip ^a  

^a UNIVERSITY OF MARYLAND   (United States)

Author keywords

Arrow Debreu securities; Characteristic functions; G10; G12; G13; Pricing of contingent claims; Spanning; State price density

Indexed keywords

EID: 0000570595     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(99)00050-1     Document Type: Article

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