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The Journal of Finance. 1985;40(1):155-173. doi: 10.2307/2328053 Q19.52025

On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

Clifford A. Ball and Walter N. Torous

DOI: 10.2307/2328053

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Copyright © The Journal of Finance. 中文内容为AI机器翻译,仅供参考!

期刊名:Journal of finance

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ISSN:0022-1082

e-ISSN:1540-6261

IF/分区:9.5/Q1

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On Jumps in Common Stock Prices and Their Impact on Call Option Pricing