Title: The impact on option pricing of specification error in the underlying stock price returns
Publisher: Nabu Press
Publication Date: 2011
Language: English
ISBN 10: 1178548872
ISBN 13: 9781178548877
Binding: Soft cover
Condition: New

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This is a reproduction of a book published before 1923. This book may have occasional imperfections such as missing or blurred pages, poor pictures, errant marks, etc. that were either part of the original artifact, or were introduced by the scanning process. We believe this work is culturally important, and despite the imperfections, have elected to bring it back into print as part of our continuing commitment to the preservation of printed works worldwide. We appreciate your understanding of the imperfections in the preservation process, and hope you enjoy this valuable book.

About the Author

Robert C. Merton is George Fisher Baker, Professor of Business Administration, Harvard University.

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