Bid-ask spread, strike prices and risk-neutral densities
Year of publication: |
2007
|
---|---|
Authors: | Liu, Xiaoquan |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 10/12, p. 887-900
|
Subject: | Stochastischer Prozess | Stochastic process | Risiko | Risk | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Optionsgeschäft | Option trading | USA | United States | 1996-1998 |
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