The impact on option pricing of specification error in the underlying stock price returns
By: Robert C. Merton.
Series: Massachusetts Institute of Technology. Alfred P. Sloan School of Management. Working paper -- no.829-76; Working paper (Sloan School of Management) -- 829-76.
Publisher: M.I.T. Alfred P. Sloan School of Management
Published: 1976
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 20