Option Pricing when the Underlying Asset Earns a...

Option Pricing when the Underlying Asset Earns a Below-Equilibrium Rate of Return: A Note

Robert McDonald and Daniel Siegel
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Volume:
39
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2327682
Date:
March, 1984
File:
PDF, 165 KB
english, 1984
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