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- W2017806634 abstract "The Journal of FinanceVolume 31, Issue 2 p. 333-350 Session Topic: The Pricing of Options THE IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN THE UNDERLYING STOCK PRICE RETURNS Robert C. Merton, Robert C. Merton Professor of Finance, Massachusetts Institute of Technology. I thank J. Ingersoll for programming the simulations and general scientific assistance, and F. Black and M. Scholes for helpful discussions. Aid from the National Science Foundation is gratefully acknowledged.Search for more papers by this author Robert C. Merton, Robert C. Merton Professor of Finance, Massachusetts Institute of Technology. I thank J. Ingersoll for programming the simulations and general scientific assistance, and F. Black and M. Scholes for helpful discussions. Aid from the National Science Foundation is gratefully acknowledged.Search for more papers by this author First published: May 1976 https://doi.org/10.1111/j.1540-6261.1976.tb01890.xCitations: 76 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume31, Issue2May 1976Pages 333-350 RelatedInformation" @default.
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- W2017806634 title "THE IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN THE UNDERLYING STOCK PRICE RETURNS" @default.
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