Option arbitrage with large price jumps
By: by E. Philip Jones
Series: Working paper / Division of Research, Graduate School of Business Administration, Harvard University -- HBS 83-09; Working paper (Harvard University. Graduate School of Business Administration. Division of Research) -- HBS 83-09
Publisher: Division of Research, Graduate School of Business Administration, Harvard University
Published: 1982
Place of publication: Boston, Mass. (Soldiers Field, Boston 02163)
Language: eng
Number of pages: 35
Subjects: Arbitrage
Notes: "July l982."

Bibliography: p. 35.