How does duration between trades of underlying securities affect option prices
Year of publication: |
26 Nov. 2007
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Other Persons: | Cartea, Alvaro (contributor) ; Meyer-Brandis, Thilo (contributor) |
Publisher: |
London : School of Economics, Mathematics an Statistics, Birkbeck College, Univ. of London |
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
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