Option implied stock buy-side and sell-side market depths
Year of publication: |
2019
|
---|---|
Authors: | Tsai, Feng-Tse |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 7.2019, 4, p. 1-16
|
Publisher: |
Basel : MDPI |
Subject: | liquidity risk | market depth | option pricing | price impact |
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