Option pricing when underlying stock returns are discontinuous

@article{Merton1976OptionPW,
  title={Option pricing when underlying stock returns are discontinuous},
  author={R. C. Merton},
  journal={Journal of Financial Economics},
  year={1976},
  volume={3},
  pages={125-144}
}
  • R. C. Merton
  • Published 1976
  • Economics
  • Journal of Financial Economics
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