The importance of stock liquidity on option pricing
Year of publication: |
May 2016
|
---|---|
Authors: | Feng, Shih-Ping ; Hung, Mao-Wei ; Wang, Yaw-Huei |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 43.2016, p. 457-467
|
Subject: | Stock liquidity | Liquidity measures | Option pricing | Optionspreistheorie | Option pricing theory | Marktliquidität | Market liquidity | Liquidität | Liquidity | Derivat | Derivative |
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