Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach
Year of publication: |
2007
|
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Authors: | Deville, Laurent ; Riva, Fabrice |
Institutions: | HAL |
Subject: | Limits to arbitrage | liquidity | survival analysis | index options | ETFs |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00162221/en/ Published, Review of Finance / European Finance Review, 2007, 11, 3, 497-525 |
Source: |
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