Les: > seems like the reference you want is: > > Merton, R. 1976 Option Pricing when Underlying Stock Returns are > Discontinuous, Journal of Financial Economics, 125-144, May 1976
Oh, no! He seems to be one of the confused guys I was referring to and there are a few other big names I had in mind. I am confused, too, so I do not hold this against them. But thanks, I will check the other references you sent. Any other leads? Best _______________________________________________ pen-l mailing list [email protected] https://lists.csuchico.edu/mailman/listinfo/pen-l
