Option pricing in a lognormal securities market with discrete trading
By: J. F. G. Auchmuty, Wayne Y. Lee, Ramesh K. S. Rao.
Contributors: Lee, Wayne Y., joint author.; Rao, Ramesh K. S., joint author.
Series: Working paper - University of Texas at Austin, Graduate School of Business ; 79-25; Working paper (University of Texas at Austin. Graduate School of Business) ;; 79-25.
Publisher: Graduate School of Business, University of Texas at Austin : distributed by Bureau of Business Research, University of Texas at Austin
Published: 1979
Place of publication: Austin, Tex
Language: eng
Number of pages: 27
Subjects: Options (Finance) -- Valuation -- Mathematical models.
Notes: Bibliography: p. [29]-[32]