The impact on option pricing of specification error in the underlying stock price returns

Name

impactonoptionpr00mert.pdf

Size

1.95 MB

Format

Adobe PDF

Checksum (MD5)

f47627ddccb9b05ea7e01716a98fa2bb

Author(s)

Merton, Robert C.

Date Issued

1976

Publisher

Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management

Series/Report no.

Working paper (Sloan School of Management) ; 829-76.

Persistent DSpace Link