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Option pricing in a lognormal securities market with discrete trading

Wayne Y. Lee, Ramesh K. S. Rao and J. F. G. Auchmuty

Journal of Financial Economics, 1981, vol. 9, issue 1, 75-101

Date: 1981
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Handle: RePEc:eee:jfinec:v:9:y:1981:i:1:p:75-101