Abstract
This chapter surveys the literature on contingent claim valuation. Special emphasis will be given to models that do not assume specific preferences of investors. As far as it is needed in this introductory chapter, a unified framework for the valuation of contingent claims is introduced more or less informally.
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© 1985 Springer-Verlag Berlin Heidelberg
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Müller, S. (1985). The Valuation of Contingent Claims: A Survey. In: Arbitrage Pricing of Contingent Claims. Lecture Note in Economics and Mathematical Systems, vol 254. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46560-4_2
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DOI: https://doi.org/10.1007/978-3-642-46560-4_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-15973-5
Online ISBN: 978-3-642-46560-4
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