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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 35 (1985)
Issue (Month): 1 (February)
Pages: 33-71
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Handle: RePEc:eee:jetheo:v:35:y:1985:i:1:p:33-71

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1. Merton, Robert C., 1986. "Capital market theory and the pricing of financial securities," Working papers 1818-86., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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   • Merton, Robert, 1990. "Capital market theory and the pricing of financial securities," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 11, pages 497-581 Elsevier. [Downloadable!] (restricted)
2. Melenberg, B. & Werker, B., 1996. "On the pricing of options in incomplete markets," Discussion Paper 19, Tilburg University, Center for Economic Research. [Downloadable!]
3. Lüders, Erik & Peisl, Bernhard, 2001. "How do investors' expectations drive asset prices?," ZEW Discussion Papers 01-15, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
4. Michael Brennan & Yihong Xia, 2004. "International Capital Markets and Foreign Exchange Risk," University of California at Los Angeles, Anderson Graduate School of Management 1251, Anderson Graduate School of Management, UCLA. [Downloadable!]
5. Bertrand Melenberg & Bas Werker, 1999. "A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets," Statistical Inference for Stochastic Processes, Springer, vol. 2(1), pages 11-30, January. [Downloadable!] (restricted)

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