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

Author(s)
Merton, Robert C.
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Date issued
1976
URI
http://hdl.handle.net/1721.1/48109
Publisher
Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management
Other identifiers
impactonoptionpr00mert
Series/Report no.
Working paper (Sloan School of Management) ; 829-76.
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