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The Use of Options in Generating and Pricing Return Streams

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  • James Bergin

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  • James Bergin, 1985. "The Use of Options in Generating and Pricing Return Streams," Discussion Papers 687, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    • Handle: RePEc:nwu:cmsems:687
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    References listed on IDEAS

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    1. Stephen A. Ross, 1976. "Options and Efficiency," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 90(1), pages 75-89.
    2. Breeden, Douglas T & Litzenberger, Robert H, 1978. "Prices of State-contingent Claims Implicit in Option Prices," The Journal of Business, University of Chicago Press, vol. 51(4), pages 621-651, October.
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