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Option pricing in a lognormal securities market with discrete trading : A comment

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  • Brown, David
  • Huang, Chi-fu

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  • Brown, David & Huang, Chi-fu, 1983. "Option pricing in a lognormal securities market with discrete trading : A comment," Journal of Financial Economics, Elsevier, vol. 12(2), pages 285-286, August.
    • Handle: RePEc:eee:jfinec:v:12:y:1983:i:2:p:285-286
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    Cited by:

    1. J. Austin Murphy, 1990. "A Modification and Re-Examination of the Bachelier Option Pricing Model," The American Economist, Sage Publications, vol. 34(2), pages 34-41, October.
    2. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    3. Esther Weinstock Ancel & Ramesh K. S. Rao, 1990. "Stock Returns And Option Prices: An Exploratory Study," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(3), pages 173-185, September.

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