References - 2023.2 English

Vitis Libraries

Release Date
2023-12-20
Version
2023.2 English
[M76.1]Merton, Robert C. (1976). “Option Pricing when underlying stock returns are discontinuous”, Journal of Financial Economics 3 (1976) 125-144.
[M76.2]Merton, Robert C. (1976). “The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns”, The Journal of Finance, Vol XXXI, No 2.