DOI resolved by resea

Option pricing when underlying stock returns are discontinuous

Option pricing when underlying stock returns are discontinuous on resea.org. DOI 10.1016/0304-405x(76)90022-2. Robert C. Merton.

Robert C. Merton
https://resea.org/10.1016/0304-405x(76)90022-2

Abstract

No abstract available from OpenAlex for this work.