On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

• 1 March 1985
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 40  (1) , 155-173
• https://doi.org/10.2307/2328053

Abstract

Keywords

• COMMON STOCKS
• CALL OPTION PRICING
• SCHOLES
• BLACK
• PRICING MODEL
• MERTON