Option pricing when underlying stock returns are discontinuous
Year of publication: |
1976
|
---|---|
Authors: | Merton, Robert C. |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 3.1976, 1-2, p. 125-144
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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