On Jumps in Common Stock Prices and Their Impact on Call...

The Journal of Finance 1985 / 03 Vol. 40; Iss. 1

On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

Clifford A. Ball and Walter N. Torous
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Volume:
40
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2328053
Date:
March, 1985
File:
PDF, 400 KB
english, 1985
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