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Exact Solutions of a Model for Asset Prices by K. Takaoka

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  • Naoyuki Ishimura
  • Toshi-hiko Sakaguchi

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  • Naoyuki Ishimura & Toshi-hiko Sakaguchi, 2004. "Exact Solutions of a Model for Asset Prices by K. Takaoka," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(4), pages 445-451, December.
    • Handle: RePEc:kap:apfinm:v:11:y:2004:i:4:p:445-451
    DOI: 10.1007/s10690-006-9022-9
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    References listed on IDEAS

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    1. Baxter,Martin & Rennie,Andrew, 1996. "Financial Calculus," Cambridge Books, Cambridge University Press, number 9780521552899.
    2. Wilmott,Paul & Howison,Sam & Dewynne,Jeff, 1995. "The Mathematics of Financial Derivatives," Cambridge Books, Cambridge University Press, number 9780521497893.
    3. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    4. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    5. Protter, Philip, 2001. "A partial introduction to financial asset pricing theory," Stochastic Processes and their Applications, Elsevier, vol. 91(2), pages 169-203, February.
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