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Option Pricing When the Underlying Asset Earns a Below-Equilibrium Rate of Return: A Note

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McDonald, Robert
Siegel, Daniel
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 39 (1984)
Issue (Month): 1 (March)
Pages: 261-65
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Handle: RePEc:bla:jfinan:v:39:y:1984:i:1:p:261-65

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