Market illiquidity and bounds on European option prices
Year of publication: |
2003
|
---|---|
Authors: | De Matos, João Amaro ; Antão, Paula |
Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 9.2003, 5, p. 475-498
|
Saved in:
Saved in favorites
Similar items by person
-
Market illiquidity and bounds on European option prices
Matos, João Amaro de, (2003)
-
On the value of European options on a stock paying a discrete dividend
Matos, João Amaro de, (2009)
-
Testing the Markov property with high frequency data
Matos, João Amaro de, (2007)
- More ...