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

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

Bibliographic Details
Main Author:	Merton, Robert C.
Format:	Working Paper
Published:	Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management 2009
Online Access:	http://hdl.handle.net/1721.1/48109

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