Option pricing when underlying stock returns are discontinuous
Option pricing when underlying stock returns are discontinuous is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Robert C. Merton; Journal / source: Journal of Financial Economics; Year: 1976.
| Authors | Robert C. Merton |
|---|---|
| Journal / source | Journal of Financial Economics |
| Year | 1976 |
| Field | Financial Markets and Investment Strategies |
| Times cited | 6101 |
| Type | article |
| DOI / link | https://doi.org/10.1016/0304-405x(76)90022-2 |