Parametric Rules for State Contingent Claims

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A chaos expansion approach for the pricing of contingent claims

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Repeated Career Options: A Contingent Claims Approach

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The Pricing of Interest Rate Contingent Claims

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Prices for State-Contingent Claims: Some Estimates and Applications

1978 ◽  
Vol 51 (4) ◽  
pp. 653 ◽  
Author(s):  
Rolf W. Banz ◽  
Merton H. Miller
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Contingent Claims

scholarly journals A characterization of hedging portfolios for interest rate contingent claims

2004 ◽  
Vol 14 (3) ◽  
pp. 1267-1294 ◽  
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Rene Carmona ◽  
Michael Tehranchi
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An Empirical Test of a Contingent Claims Lease Valuation Model

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Richard Stanton ◽  
Nancy Wallace
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Empirical Test ◽  
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DISCONTINUOUS ASSET PRICES AND NON-ATTAINABLE CONTINGENT CLAIMS

1993 ◽  
Vol 3 (3) ◽  
pp. 295-308 ◽  
Author(s):  
David B. Colwell ◽  
Robert J. Elliott
Keyword(s):  
Asset Prices ◽  
Contingent Claims
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