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Last edited by Open Library Bot
April 28, 2010 | History

The impact on option pricing of specification error in the underlying stock price returns 1 edition

Cover of: The impact on option pricing of specification error in the underlying stock price returns by Robert C. Merton

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The impact on option pricing of specification error in the underlying stock price returns
Robert C. Merton.

Published 1976 by M.I.T. Alfred P. Sloan School of Management in Cambridge, Mass .
Written in English.

Edition Notes

Series
Massachusetts Institute of Technology. Alfred P. Sloan School of Management. Working paper -- no.829-76, Working paper (Sloan School of Management) -- 829-76.

The Physical Object

Pagination
18, [20] leaves :
Number of pages
20

ID Numbers

Open Library
OL17992875M
Internet Archive
impactonoptionpr00mert
OCLC/WorldCat
2125908

History Created December 10, 2009 · 2 revisions Download catalog record: RDF / JSON

April 28, 2010 Edited by Open Library Bot Linked existing covers to the work.
December 10, 2009 Created by WorkBot add works page