The impact on option pricing of specification error in the underlying stock price returns
| Main Author: | |
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| Format: | Working Paper |
| Published: |
Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management
2009
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| Online Access: | http://hdl.handle.net/1721.1/48109 |
| _version_ | 1826207262862999552 |
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| author | Merton, Robert C. |
| author_facet | Merton, Robert C. |
| author_sort | Merton, Robert C. |
| collection | MIT |
| first_indexed | 2024-09-23T13:46:51Z |
| format | Working Paper |
| id | mit-1721.1/48109 |
| institution | Massachusetts Institute of Technology |
| last_indexed | 2024-09-23T13:46:51Z |
| publishDate | 2009 |
| publisher | Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management |
| record_format | dspace |
| spelling | mit-1721.1/481092019-04-12T10:26:51Z The impact on option pricing of specification error in the underlying stock price returns Merton, Robert C. 2009-10-02T13:30:58Z 2009-10-02T13:30:58Z 1976 Working Paper impactonoptionpr00mert http://hdl.handle.net/1721.1/48109 02125908 000020645 Working paper (Sloan School of Management) ; 829-76. application/pdf Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management |
| spellingShingle | Merton, Robert C. The impact on option pricing of specification error in the underlying stock price returns |
| title | The impact on option pricing of specification error in the underlying stock price returns |
| title_full | The impact on option pricing of specification error in the underlying stock price returns |
| title_fullStr | The impact on option pricing of specification error in the underlying stock price returns |
| title_full_unstemmed | The impact on option pricing of specification error in the underlying stock price returns |
| title_short | The impact on option pricing of specification error in the underlying stock price returns |
| title_sort | impact on option pricing of specification error in the underlying stock price returns |
| url | http://hdl.handle.net/1721.1/48109 |
| work_keys_str_mv | AT mertonrobertc theimpactonoptionpricingofspecificationerrorintheunderlyingstockpricereturns AT mertonrobertc impactonoptionpricingofspecificationerrorintheunderlyingstockpricereturns |