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Option pricing when underlying stock returns are discontinuous

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SWP-0787-02088699.pdf

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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
http://hdl.handle.net/1721.1/1899
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