Bid-ask spread, strike prices and risk-neutral densities
Xiaoquan Liu
| Year of publication: |
2007
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|---|---|
| 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 |
| Extent: | Graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003538047