Proceedings of the Centre for Mathematics and its Applications

The valuation of contingent securities

A. Brace, A. Lewis, and G. N. Newsam

Full-text: Open access

Article information

Source
Workshop/Miniconference on Functional Analysis and Optimization. Simon Fitzpatrick and John Giles, eds. Proceedings of the Centre for Mathematical Analysis, v. 20. (Canberra AUS: Centre for Mathematics and its Applications, Mathematical Sciences Institute, The Australian National University, 1988), 205-206

Dates
First available in Project Euclid: 18 November 2014

Permanent link to this document
https://projecteuclid.org/ euclid.pcma/1416340117

Zentralblatt MATH identifier
0709.90629

Citation

Brace, A.; Lewis, A.; Newsam, G. N. The valuation of contingent securities. Workshop/Miniconference on Functional Analysis and Optimization, 205--206, Centre for Mathematics and its Applications, Mathematical Sciences Institute, The Australian National University, Canberra AUS, 1988. https://projecteuclid.org/euclid.pcma/1416340117


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