The impact on option pricing of specification error in the underflying stock price returns
Robert C. Merton
| Year of publication: |
1976
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|---|---|
| Authors: | Merton, Robert C. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 31.1976, 2, p. 333-350
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| Subject: | Kapitalertrag | Terminhandel |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003630799