General Equilibrium Pricing of Options on the Market...

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

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

Vasanttilak Naik and Moon Lee
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Volume:
3
Year:
1990
Language:
english
Journal:
The Review of Financial Studies
DOI:
10.2307/2962113
File:
PDF, 668 KB
english, 1990
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