Chapter 2: FAQs 145
Lewis, A Series of articles inWilmottmagazine September 2002
to August 2004
Merton, RC 1976 Option pricing when underlying stock returns
are discontinuous.Journal of Financial Economics 3 125–44
kiana
(Kiana)
#1
Lewis, A Series of articles inWilmottmagazine September 2002
to August 2004
Merton, RC 1976 Option pricing when underlying stock returns
are discontinuous.Journal of Financial Economics 3 125–44