Embed Size (px)
Citation preview
A Simple Nonparametric Approach to Derivative Security Valuation
Michael Stutzer
The Journal of Finance, Vol. 51, No. 5. (Dec., 1996), pp. 1633-1652.
Stable URL:
http://links.jstor.org/sici?sici=0022-1082%28199612%2951%3A5%3C1633%3AASNATD%3E2.0.CO%3B2-S
The Journal of Finance is currently published by American Finance Association.
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available athttp://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtainedprior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content inthe JSTOR archive only for your personal, non-commercial use.
Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained athttp://www.jstor.org/journals/afina.html.
Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printedpage of such transmission.
JSTOR is an independent not-for-profit organization dedicated to and preserving a digital archive of scholarly journals. Formore information regarding JSTOR, please contact [email protected].
http://www.jstor.orgMon Jan 22 12:28:09 2007
