Option pricing when underlying stock returns are discontinuous
Name
SWP-0787-02088699.pdf
Size
1.48 MB
Format
Adobe PDF
Checksum (MD5)
bf8ef17aede0d330e181c9840a284596
Date Issued
1975
Publisher
MIT Alfred P. Sloan School of Management
Series/Report no.
Working paper (Sloan School of Management) ; 787-75.
Description
Bibliography: leaves [28-29].
Persistent DSpace Link