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Option Pricing Theory and Asset Expectations: A Review and Discussion in Tribute to James Boness

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  • O'Brien, Thomas J
  • Selby, Michael J P

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  • O'Brien, Thomas J & Selby, Michael J P, 1986. "Option Pricing Theory and Asset Expectations: A Review and Discussion in Tribute to James Boness," The Financial Review, Eastern Finance Association, vol. 21(4), pages 399-418, November.
    • Handle: RePEc:bla:finrev:v:21:y:1986:i:4:p:399-418
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    Cited by:

    1. Jussi Lindgren, 2023. "A Generalized Model for Pricing Financial Derivatives Consistent with Efficient Markets Hypothesis—A Refinement of the Black-Scholes Model," Risks, MDPI, vol. 11(2), pages 1-5, January.
    2. Shiller, Robert J & Weiss, Allan N, 1999. "Home Equity Insurance," The Journal of Real Estate Finance and Economics, Springer, vol. 19(1), pages 21-47, July.

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