Branger, Nicole (contributor); Schlag, Christian (contributor) - 2004
version: November 26, 2004
§Faculty of Economics and Business Administration, Goethe University, Mertonstr. 17/Uni-Pf
77, D … Pricing When Underlying Stock Returns are Discontinuous,
Journal of Financial Economics 3, 125–144.
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A Appendix
A.1 Ito for …