Article | Journal of Financial Economics | January–February 1976

Option Pricing When Underlying Stock Returns are Discontinuous

by Robert C. Merton

Keywords: Price; Stocks; Assets;

Citation:

Merton, Robert C. "Option Pricing When Underlying Stock Returns are Discontinuous." Journal of Financial Economics 3 (January–February 1976): 125–144. (Chapter 9 in Continuous-Time Finance.)