General Properties of Option Prices

• 1 December 1996
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 51  (5) , 1573-1610
• https://doi.org/10.2307/2329530

Abstract

Keywords

• STOCHASTIC
• OPTION PRICES
• GENERAL PROPERTIES
• UNDERLYING PRICE
• VOLATILITY
• PRICE PROCESS
• CLAIM'S
• DIFFUSION