The impact on option pricing of specification error in the underflying stock price returns
Year of publication: |
1976
|
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Authors: | Merton, Robert C. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 31.1976, 2, p. 333-350
|
Subject: | Kapitalertrag | Terminhandel |
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