Publications
Publications
  • May 1976
  • Article
  • Journal of Finance

The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns

By: Robert C. Merton
  • Format:Print
  • | Pages:18
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Keywords

Price; Stocks

Citation

Merton, Robert C. "The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns." Journal of Finance 31, no. 2 (May 1976): 333–350.

About The Author

Robert C. Merton

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