The impact of liquidity on option prices
Year of publication: |
2011
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Authors: | Chou, Robin K. ; Chung, San‐Lin ; Hsiao, Yu‐Jen ; Wang, Yaw‐Huei |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 31.2011, 12, p. 1116-1142
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