Option pricing when underlying stock returns are discontinuous

Author(s)
Merton, Robert C.
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Description
Bibliography: leaves [28-29].
Date issued
1975
URI
http://hdl.handle.net/1721.1/1899
Publisher
MIT Alfred P. Sloan School of Management
Other identifiers
no.787-75.
Series/Report no.
Working paper (Sloan School of Management) ; 787-75.
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