A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY

Authors

  • John C. Cox,

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    • Stanford University and the University of Pennsylvania, respectively. We are grateful for support from the National Science Foundation Grant No. 20292 the Dean Witter Foundation and the Guggenheim Foundation. We are grateful to Fischer Black, Mark Rubenstein, and Karl Shell for helpful comments.

  • Stephen A. Ross

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    • Stanford University and the University of Pennsylvania, respectively. We are grateful for support from the National Science Foundation Grant No. 20292 the Dean Witter Foundation and the Guggenheim Foundation. We are grateful to Fischer Black, Mark Rubenstein, and Karl Shell for helpful comments.


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