Bid-ask spreads and volatility estimates : The implications for option pricing
| Year of publication: |
1989
|
|---|---|
| Authors: | Choi, J. Y. ; Shastri, Kuldeep |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 13.1989, 2, p. 207-219
|
| Publisher: |
Elsevier |