General Equilibrium Pricing of Options on the Market...

Review of Financial Studies 1990 / 10 Vol. 3; Iss. 4

General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns

Naik, V., Lee, M.
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Volume:
3
Journal:
Review of Financial Studies
DOI:
10.1093/rfs/3.4.493
Date:
October, 1990
File:
PDF, 1.30 MB
1990
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