Option pricing when underlying stock returns are discontinuous

Description

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

Links & Downloads

1. no.787-75.
2. http://hdl.handle.net/1721.1/1899

Tags

HD28 .M414 no.787-, 75

Additional Fields

Identifer	oai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/1899
Date	January 1975
Contributors	Merton, Robert C.
Publisher	MIT Alfred P. Sloan School of Management
Source Sets	M.I.T. Theses and Dissertation
Language	English
Detected Language	English
Format	25, [4] leaves, 1548453 bytes, application/pdf
Relation	Working paper (Sloan School of Management) ; 787-75.