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Option pricing when underlying stock returns are discontinuous

by Robert C. Merton. / Bibliography: leaves [28-29].

Identiferoai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/1899
Date January 1975
ContributorsMerton, Robert C.
PublisherMIT Alfred P. Sloan School of Management
Source SetsM.I.T. Theses and Dissertation
LanguageEnglish
Detected LanguageEnglish
Format25, [4] leaves, 1548453 bytes, application/pdf
RelationWorking paper (Sloan School of Management) ; 787-75.

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