Option pricing in a lognormal securities market with discrete trading
| Year of publication: |
1981
|
|---|---|
| Authors: | Lee, Wayne Y. ; Rao, Ramesh K. S. ; Auchmuty, J. F. G. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 9.1981, 1, p. 75-101
|
| Publisher: |
Elsevier |