Option pricing when underlying stock returns are discontinuous

Option pricing when underlying stock returns are discontinuous

Bibliography: leaves [28-29].

Bibliographic Details
Other Authors:	Merton, Robert C.
Language:	eng
Published:	MIT Alfred P. Sloan School of Management 2003
Subjects:	HD28 .M414 no.787-, 75
Online Access:	http://hdl.handle.net/1721.1/1899

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