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On jumps in common stock and their impact on call option pricing
Ball, Cliffoed A.; Torous, Walter N. - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 155-173
Persistent link: https://www.econbiz.de/10001863160
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Is the electronic open limit order book inevitable?
Glosten, Lawrence R. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1127-1161
Persistent link: https://www.econbiz.de/10001171970
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Components of the bid-ask spread and the statistical properties of transaction prices
Glosten, Lawrence R. - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1293-1307
Persistent link: https://www.econbiz.de/10001055472