Publications
Publications
  • January–February 1976
  • Article
  • Journal of Financial Economics

Option Pricing When Underlying Stock Returns are Discontinuous

By: Robert C. Merton
  • Format:Print
  • | Pages:20
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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.)

About The Author

Robert C. Merton

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