State prices implicit in valuation formulae for derivative securities : a Martingale approach / by Sven Rady.

Author/Creator:

Rady, Sven.

Publication:

London : LSE Financial Markets Group, [1994]

Series:

LSE Financial Markets Group discussion paper series ; no. 181.
LSE health and social care discussion paper

Format/Description:

Book
23 p. ; 22 cm.

Subjects:

Derivative securities -- Prices -- Econometric models.

Notes:

"January 1994".
Includes bibliographical references (21-23).

Contributor:

London School of Economics and Political Science. Financial Markets Group

OCLC:

59828722

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