Option pricing when underlying stock returns are discontinuous
Robert C. Merton · Journal of Financial Economics · 1976
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APA 7
Merton, R. C. (1976). Option pricing when underlying stock returns are discontinuous. https://doi.org/10.1016/0304-405x(76)90022-2
MLA
Merton, Robert C. "Option pricing when underlying stock returns are discontinuous." 1976. https://doi.org/10.1016/0304-405x(76)90022-2.
Chicago
Merton, Robert C. 1976. "Option pricing when underlying stock returns are discontinuous.". https://doi.org/10.1016/0304-405x(76)90022-2.
Harvard
Merton, R. C. 1976, Option pricing when underlying stock returns are discontinuous, Journal of Financial Economics, available at: https://doi.org/10.1016/0304-405x(76)90022-2 [Accessed 9 Aug. 2026].
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- Title
- Option pricing when underlying stock returns are discontinuous
- Author / contributors
- Robert C. Merton
- Publisher
- Journal of Financial Economics
- Publication year
- 1976
- Language
- English
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