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

dc.contributor.authorMerton, Robert C.en_US
dc.date.accessioned2009-10-02T13:30:58Z
dc.date.available2009-10-02T13:30:58Z
dc.date.issued1976en_US
dc.identifierimpactonoptionpr00merten_US
dc.identifier.urihttp://hdl.handle.net/1721.1/48109
dc.publisherCambridge, Mass. : M.I.T. Alfred P. Sloan School of Managementen_US
dc.relation.ispartofseriesWorking paper (Sloan School of Management) ; 829-76.en_US
dc.titleThe impact on option pricing of specification error in the underlying stock price returnsen_US
dc.typeWorking Paperen_US
dc.identifier.oclc02125908en_US
dc.identifier.aleph000020645en_US


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