Liquidity Costs in Futures Options Markets
Year of publication: |
2009-04
|
---|---|
Authors: | Shah, Samarth ; Brorsen, B. Wade ; Anderson, Kim B. |
Institutions: | Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign |
Subject: | Bid-ask spread | Black model | KCBT | liquidity costs | options | Agribusiness | Agricultural Finance | Financial Economics | Risk and Uncertainty |
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