The valuation of uncertain income streams and the pricing of options

Mark Rubinstein

Chapter 2 in Theory of Valuation, 2005, pp 25-51 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:AppendixReferencesdiscussion: Market Incompleteness and the Equilibrium Valuation of AssetsTHE REPRESENTATIVE CONSUMERINCOMPLETE MARKETSNOTESREFERENCES

Keywords: Asset Pricing; Financial Theory; Valuation; Term Structure; Interest Rates; Options; Portfolios; Taxes; Transaction Costs (search for similar items in EconPapers)
Date: 2005
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