OPTION PRICING WHEN UNDERLYING STOCK RETURNS ARE DISCONTINUOUS
成果类型:
Article
署名作者:
MERTON, RC
署名单位:
Massachusetts Institute of Technology (MIT)
刊物名称:
JOURNAL OF FINANCIAL ECONOMICS
ISSN/ISSBN:
0304-405X
DOI:
10.1016/0304-405X(76)90022-2
发表日期:
1976
页码:
125-144
关键词: