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Spanning and derivative-security valuation

2000782 citationsJournal Article

Authors

Gurdip Bakshi · University of Maryland, College Park

Dilip B. Madan · University of Maryland, College Park

Topics & Keywords

Stochastic processes and financial applications Financial Markets and Investment Strategies Credit Risk and Financial Regulations

Publication Details

Published in: Journal of Financial Economics

Volume 55, Issue 2, pp. 205-238

DOI: 10.1016/s0304-405x(99)00050-1

Field-Weighted Citation Impact: 23.35

Spanning and derivative-security valuation | Researchclopedia