Option pricing when underlying stock returns are discontinous:
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Bibliographic Details
Main Author: Merton, Robert C. 1944- (Author)
Format: Microfilm Book
Language:English
Published: Cambridge, Mass. Inst. fo Technology 1975
Series:Economics working papers. 762.
Item Description:Alfred P. Sloan of Management, working paper. 787-75. - Mikrofilm 35 mm
Physical Description:25 S.

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection!