Option, pricing when underlying stock returns are discontinuous
Robert C. Merton
| Year of publication: |
1976
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| Authors: | Merton, Robert C. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 3.1976, 1/2, p. 125-144
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| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002480813