Prices of State-Contingent Claims Implicit in Option Prices

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Breeden, DT; Litzenberger, RH

Published Date

  • January 1, 1978

Published In

Volume / Issue

  • 51 / 4

Start / End Page

  • 621 - 621

Published By

Electronic International Standard Serial Number (EISSN)

  • 1537-5374

International Standard Serial Number (ISSN)

  • 0021-9398

Digital Object Identifier (DOI)

  • 10.1086/296025

Language

  • en