Price clustering in individual equity options : moneyness, maturity, and price level
Year of publication: |
2013
|
---|---|
Authors: | Ap Gwilym, Owain ; Verousis, Thanos |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 1, p. 55-76
|
Subject: | Preisniveau | Price level | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option |
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