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REFERENCES

  • 1
    F. Black and M. Scholes. “The Pricing of Options and Corporate Liabilities,” Journal of Political Economy (MayJune 1973).
  • 2
    F. Black and M. Scholes. “The Valuation of Option Contracts and a Test of Market Efficiency,” Journal of Finance (May 1972).
  • 3
    E. F. Fama. “Efficient Capital Markets: A Review of Theory and Empirical Work,” Journal of Finance (May 1970).
  • 4
    H. P. McKean, Jr.., Stochastic Integrals, New York, Academic Press, 1969.
  • 5
    R. C. Merton. “A Rational Theory of Option Pricing,” Bell Journal of Economics and Management Science (Spring 1973).
  • 6
    R. C. Merton. “Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm,” SSM W.P. #497–70, M.I.T.(December 1970).
  • 7
    M. Miller and F. Modigliani. “The Cost of Capital, Corporation Finance, and the Theory of Investment,” American Economic Review (June 1958).
  • 8
    M. Rothschild and J. E. Stiglitz. “Increasing Risk: I. A. Definition,” Journal of Economic Theory, Vol. 2, No. 3 (September 1970).
  • 9
    P. A. Samuelson. “Proof that Properly Anticipated Prices Fluctuate Randomly,” Industrial Management Review (Spring 1965).
  • 10
    P. A. Samuelson. “Proof that Properly Discounted Present Values of Assets Vibrate Randomly,” Bell Journal of Economics and Management Science, Vol. 4, No. 2 (Autumn 1973).
  • 11
    J. E. Stiglitz. “A Re-Examination of the Modigliani-Miller Theorem,” American Economic Review, Vol. 59, No. 5 (December 1969).