Option pricing when underlying stock returns are discontinuous
- 1 January 1976
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 3 (1-2) , 125-144
- https://doi.org/10.1016/0304-405x(76)90022-2
Abstract
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All Related Versions
This publication has 18 references indexed in Scilit:
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