%0 Journal Article %A Craig Merrill %A Steven Thorley %T “Time Diversification and Option Pricing Theory: Another Perspective” %B Response %D 1997 %R 10.3905/jpm.1997.409617 %J The Journal of Portfolio Management %P 61-63 %V 23 %N 4 %U https://jpm.pm-research.com/content/iijpormgmt/23/4/61.full.pdf