Robert Litzenberger

Robert Litzenberger
Born
Robert Litzenberger

1943
Occupation(s)Professor, Investment banker
Children3

Robert Litzenberger is Professor Emeritus at the Wharton School of the University of Pennsylvania. He is best known for establishing the use of state prices in financial economics. [1]

  1. ^ Breeden, Douglas T.; Litzenberger, Robert H. (1978). "Prices of State-Contingent Claims Implicit in Option Prices". Journal of Business. 51 (4): 621–651. doi:10.1086/296025. JSTOR 2352653. S2CID 153841737.