The impact of overnight periods on option pricing
| Year of publication: |
2007
|
|---|---|
| Authors: | Boes, M.J. ; Drost, F.C. ; Werker, B.J.M. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Financial and Quantitative Analysis (2007), v.42, nr.2, p.517-534 |
| Source: |
Persistent link: https://www.econbiz.de/10011089203