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

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@article{cfa540aca44f427f981b7e151691def0,

title = "Option Pricing when the Underlying Asset Earns a Below-Equilibrium Rate of Return: A Note",

author = "Robert McDonald and Daniel Siegel",

year = "1984",

language = "English",

volume = "39",

pages = "261--265",

journal = "Journal of Finance",

issn = "0022-1082",

publisher = "Wiley-Blackwell",

}