Market illiquidity and bounds on European option prices
Year of publication: |
2003
|
---|---|
Authors: | Matos, Joao Amaro De ; Antao, Paula |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 9.2003, 5, p. 475-498
|
Publisher: |
Taylor & Francis Journals |
Subject: | illiquidity | stock | dividends | European options | price bounds | smile effect |
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